+528.8%
APP vs CCI
-35.4%
+564.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.9% | +5.7% | +5.0% |
| 7D | +79.2% | +0.9% | +78.2% | +78.5% |
| 30D | +48.0% | +10.3% | +37.7% | +44.3% |
| 3M | +18.2% | +17.9% | +0.3% | +13.2% |
| 6M | -12.5% | -0.5% | -12.0% | -12.9% |
| YTD | -39.2% | +2.7% | -41.9% | -40.5% |
| 1Y | -33.9% | +3.1% | -37.0% | -35.5% |
| 3Y | +933.3% | +8.0% | +925.3% | +805.7% |
| 5Y | +295.9% | -37.8% | +333.6% | +420.9% |
| All | +528.8% | -35.4% | +564.3% | +640.3% |
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