+1,628.9%
APO vs CCI
+263.9%
+1,365.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | +3.5% | -1.4% | +4.9% | +4.0% |
| 30D | +4.4% | +12.7% | -8.4% | -1.0% |
| 3M | -12.1% | +23.0% | -35.1% | -19.9% |
| 6M | -7.2% | +0.6% | -7.8% | -8.8% |
| YTD | -15.1% | +4.9% | -20.0% | -18.8% |
| 1Y | -7.7% | +0.7% | -8.3% | -10.1% |
| 3Y | +49.6% | +10.2% | +39.4% | +31.9% |
| 5Y | +78.3% | -36.4% | +114.7% | +107.3% |
| 10Y | +827.7% | +66.6% | +761.1% | +563.7% |
| All | +1,628.9% | +263.9% | +1,365.0% | +640.5% |
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 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