+520.8%
APP vs CCI
-34.5%
+555.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.7% | +2.4% |
| 7D | +48.9% | -3.4% | +52.3% | +49.8% |
| 30D | +49.4% | +9.9% | +39.5% | +45.8% |
| 3M | +27.0% | +22.7% | +4.3% | +20.4% |
| 6M | -15.4% | +0.8% | -16.2% | -16.0% |
| YTD | -39.9% | +4.1% | -44.1% | -41.4% |
| 1Y | -32.0% | -0.6% | -31.3% | -32.7% |
| 3Y | +824.3% | +9.4% | +814.9% | +707.8% |
| 5Y | +252.4% | -36.8% | +289.3% | +362.3% |
| All | +520.8% | -34.5% | +555.4% | +628.5% |
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