+20.3%
ARM vs CCI
+4.0%
+16.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.9% | +7.6% | +6.5% |
| 7D | -5.3% | +0.9% | -6.2% | -4.9% |
| 30D | -30.0% | +10.3% | -40.3% | -28.0% |
| 3M | -34.1% | +17.9% | -52.0% | -31.2% |
| 6M | -12.6% | -0.5% | -12.2% | -12.5% |
| YTD | +70.4% | +2.7% | +67.7% | +70.5% |
| All | +20.3% | +4.0% | +16.3% | +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