+479.7%
AXTI vs CCI
+907.3%
-427.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.2% | +12.7% | +12.8% |
| 7D | +24.0% | +0.2% | +23.8% | +23.8% |
| 30D | -21.5% | +0.5% | -22.0% | -21.7% |
| 3M | -23.4% | -16.3% | -7.1% | -20.7% |
| 6M | +114.9% | -13.9% | +128.8% | +119.7% |
| YTD | +325.4% | -12.4% | +337.9% | +330.0% |
| 1Y | +2,136.7% | -15.2% | +2,151.8% | +2,175.8% |
| 3Y | +2,835.0% | -9.9% | +2,844.9% | +2,760.0% |
| 5Y | +652.8% | -50.8% | +703.7% | +760.2% |
| 10Y | +1,513.9% | +18.3% | +1,495.6% | +1,333.2% |
| All | +479.7% | +907.3% | -427.7% | +104.4% |
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