+250.4%
APP vs CCI
-36.6%
+287.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | +10.6% | -1.4% | +11.9% | +10.8% |
| 30D | +44.6% | +12.7% | +31.9% | +40.1% |
| 3M | +29.6% | +23.0% | +6.6% | +22.5% |
| 6M | -19.8% | +0.6% | -20.4% | -20.3% |
| YTD | -41.6% | +4.9% | -46.5% | -43.2% |
| 1Y | -32.7% | +0.7% | -33.4% | -33.6% |
| 3Y | +799.0% | +10.2% | +788.8% | +674.4% |
| 5Y | +250.4% | -36.4% | +286.8% | +374.6% |
| All | +250.4% | -36.6% | +287.0% | +374.6% |
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