+8.1%
APH vs CCI
+1.3%
+6.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.6% | +6.7% | +3.7% |
| 7D | -5.9% | -0.1% | -5.8% | -5.7% |
| 30D | -14.8% | +28.4% | -43.2% | -11.3% |
| 3M | -12.4% | +20.0% | -32.4% | -11.0% |
| 6M | +8.1% | +0.8% | +7.3% | +1.9% |
| All | +8.1% | +1.3% | +6.7% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded CCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling