+296.4%
ARM vs CCI
-8.3%
+304.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +3.6% |
| 7D | +5.5% | -0.4% | +5.9% | +5.4% |
| 30D | -8.2% | +2.7% | -10.9% | -7.8% |
| 3M | -35.9% | -18.2% | -17.7% | -37.1% |
| 6M | +103.1% | -14.8% | +117.9% | +100.6% |
| YTD | +130.6% | -12.6% | +143.2% | +127.9% |
| 1Y | +86.1% | -16.7% | +102.8% | +83.7% |
| All | +296.4% | -8.3% | +304.7% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling