+19.3%
ARM vs CCI
+7.6%
+11.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.5% | -11.7% | -3.6% |
| 7D | -18.7% | +5.0% | -23.7% | -17.5% |
| 30D | -36.7% | +36.4% | -73.1% | -31.0% |
| 3M | -31.6% | +20.4% | -52.0% | -28.6% |
| 6M | -5.6% | +4.9% | -10.5% | -4.3% |
| YTD | +75.5% | +7.8% | +67.7% | +77.8% |
| 1Y | +19.3% | +7.3% | +12.0% | +21.2% |
| All | +19.3% | +7.6% | +11.8% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling