+29,781.2%
APH vs CCI
+1,123.5%
+28,657.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -8.0% | -9.0% |
| 7D | -12.7% | +2.4% | -15.1% | -13.3% |
| 30D | -19.2% | +33.2% | -52.4% | -24.7% |
| 3M | -16.7% | +25.0% | -41.6% | -21.3% |
| 6M | +5.1% | +4.8% | +0.4% | +2.6% |
| YTD | +6.6% | +6.4% | +0.2% | +3.3% |
| 1Y | +3.9% | +6.5% | -2.6% | +0.7% |
| 3Y | +246.0% | +8.6% | +237.4% | +226.3% |
| 5Y | +268.0% | -35.3% | +303.3% | +290.2% |
| 10Y | +868.2% | +58.2% | +810.0% | +723.9% |
| All | +29,781.2% | +1,123.5% | +28,657.7% | +15,513.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling