+35.8%
ARM vs CCI
+2.5%
+33.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.3% |
| 7D | +9.1% | +2.5% | +6.6% | +10.0% |
| 30D | -19.9% | +14.4% | -34.4% | -16.6% |
| 3M | -31.6% | +21.7% | -53.3% | -27.8% |
| 6M | -13.9% | +4.0% | -17.9% | -12.9% |
| YTD | +74.3% | +6.2% | +68.1% | +75.6% |
| 1Y | +35.8% | +5.4% | +30.4% | +37.2% |
| All | +35.8% | +2.5% | +33.3% | +37.2% |
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