+506.6%
APP vs CCI
-34.3%
+540.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.3% | -3.9% |
| 7D | +61.1% | +3.2% | +57.9% | +59.7% |
| 30D | +42.8% | +12.2% | +30.6% | +38.7% |
| 3M | +16.7% | +23.1% | -6.5% | +10.5% |
| 6M | -15.6% | +1.3% | -16.8% | -16.3% |
| YTD | -41.3% | +4.5% | -45.8% | -42.8% |
| 1Y | -39.3% | +2.3% | -41.6% | -40.5% |
| 3Y | +803.2% | +9.8% | +793.4% | +688.8% |
| 5Y | +313.2% | -36.5% | +349.7% | +441.5% |
| All | +506.6% | -34.3% | +540.9% | +611.4% |
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