+292.6%
APP vs CCI
-37.1%
+329.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.6% | +12.4% | +10.5% |
| 7D | +71.2% | -0.1% | +71.3% | +71.0% |
| 30D | +39.1% | +28.4% | +10.7% | +30.0% |
| 3M | +16.5% | +20.0% | -3.4% | +10.9% |
| 6M | -16.6% | +0.8% | -17.3% | -17.1% |
| YTD | -41.9% | +3.6% | -45.5% | -43.4% |
| 1Y | -37.0% | +6.1% | -43.1% | -39.2% |
| 3Y | +892.4% | +7.2% | +885.2% | +766.1% |
| All | +292.6% | -37.1% | +329.8% | +437.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling