+17.2%
ARM vs CCI
+5.8%
+11.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.1% |
| 7D | -10.4% | +3.2% | -13.6% | -9.4% |
| 30D | -31.8% | +12.2% | -44.0% | -29.5% |
| 3M | -32.2% | +23.1% | -55.4% | -28.2% |
| 6M | -14.9% | +1.3% | -16.2% | -14.4% |
| YTD | +66.0% | +4.5% | +61.6% | +66.8% |
| 1Y | +17.2% | +2.3% | +14.9% | +18.6% |
| All | +17.2% | +5.8% | +11.4% | +18.6% |
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