+391.7%
APP vs CCI
-45.1%
+436.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.7% |
| 7D | +0.9% | -0.4% | +1.3% | +0.9% |
| 30D | -23.3% | +2.7% | -26.0% | -23.9% |
| 3M | -42.6% | -18.2% | -24.4% | -39.7% |
| 6M | -33.6% | -14.8% | -18.8% | -31.2% |
| YTD | -52.4% | -12.6% | -39.8% | -51.4% |
| 1Y | -35.9% | -16.7% | -19.1% | -33.7% |
| 3Y | +642.2% | -10.5% | +652.7% | +588.9% |
| 5Y | +311.1% | -51.4% | +362.5% | +455.5% |
| All | +391.7% | -45.1% | +436.7% | +503.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling