+199.6%
ARM vs CCI
+11.4%
+188.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.4% |
| 7D | +9.1% | +2.5% | +6.6% | +9.6% |
| 30D | -19.9% | +14.4% | -34.4% | -18.2% |
| 3M | -31.6% | +21.7% | -53.3% | -29.4% |
| 6M | -13.9% | +4.0% | -17.9% | -12.5% |
| YTD | +74.3% | +6.2% | +68.1% | +77.6% |
| 1Y | +35.8% | +5.4% | +30.4% | +38.4% |
| 3Y | +268.6% | +11.7% | +256.9% | +240.3% |
| All | +199.6% | +11.4% | +188.2% | +183.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling