+446.2%
APP vs CCI
-33.1%
+479.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.3% | +32.4% | +31.3% |
| 7D | +39.7% | +2.4% | +37.3% | +38.9% |
| 30D | +27.7% | +33.2% | -5.5% | +18.9% |
| 3M | -14.8% | +25.0% | -39.7% | -19.5% |
| 6M | -25.5% | +4.8% | -30.3% | -26.7% |
| YTD | -47.2% | +6.4% | -53.5% | -48.7% |
| 1Y | -42.3% | +6.5% | -48.8% | -44.1% |
| 3Y | +806.8% | +8.6% | +798.2% | +704.2% |
| 5Y | +261.6% | -35.3% | +296.9% | +372.6% |
| All | +446.2% | -33.1% | +479.3% | +538.5% |
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 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