-16.7%
CCI vs AA
+63.2%
-79.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.3% | -1.9% |
| 7D | -0.4% | -0.7% | +0.3% | -0.4% |
| 30D | +2.7% | +5.0% | -2.3% | +2.8% |
| 3M | -18.2% | -35.8% | +17.6% | -18.7% |
| 6M | -14.8% | -18.4% | +3.6% | -15.4% |
| YTD | -12.6% | -5.5% | -7.1% | -14.4% |
| 1Y | -16.7% | +61.0% | -77.7% | -22.2% |
| All | -16.7% | +63.2% | -79.9% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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