+1,651.7%
APO vs CCI
+261.3%
+1,390.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.2% | -3.4% | +3.5% | +1.6% |
| 30D | +3.1% | +9.9% | -6.8% | -1.1% |
| 3M | -12.0% | +22.7% | -34.7% | -19.7% |
| 6M | -5.0% | +0.8% | -5.8% | -6.7% |
| YTD | -14.0% | +4.1% | -18.1% | -17.5% |
| 1Y | -5.9% | -0.6% | -5.3% | -7.9% |
| 3Y | +51.6% | +9.4% | +42.1% | +34.1% |
| 5Y | +80.8% | -36.8% | +117.6% | +110.8% |
| 10Y | +839.9% | +65.4% | +774.5% | +574.4% |
| All | +1,651.7% | +261.3% | +1,390.4% | +652.5% |
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