+838.3%
APO vs CCI
+64.4%
+773.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.2% |
| 7D | +8.1% | +3.2% | +4.9% | +6.9% |
| 30D | +3.4% | +12.2% | -8.7% | -1.3% |
| 3M | -6.6% | +23.1% | -29.8% | -14.4% |
| 6M | -7.1% | +1.3% | -8.3% | -8.7% |
| YTD | -14.1% | +4.5% | -18.6% | -17.4% |
| 1Y | -4.7% | +2.3% | -7.0% | -7.5% |
| 3Y | +51.3% | +9.8% | +41.5% | +33.9% |
| 5Y | +82.7% | -36.5% | +119.3% | +114.9% |
| All | +838.3% | +64.4% | +773.9% | +812.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling