+22.5%
CCI vs AA
+121.9%
-99.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.9% |
| 7D | -0.3% | -0.6% | +0.4% | -0.2% |
| 30D | +2.1% | -1.6% | +3.7% | +2.2% |
| 3M | -17.8% | -29.8% | +12.0% | -16.3% |
| 6M | -14.2% | -16.6% | +2.4% | -13.8% |
| YTD | -13.3% | -4.0% | -9.3% | -14.0% |
| 1Y | -16.6% | +63.5% | -80.1% | -20.3% |
| 3Y | -10.8% | +86.8% | -97.6% | -17.1% |
| 5Y | -50.3% | +12.4% | -62.7% | -53.0% |
| 10Y | +22.5% | +132.3% | -109.8% | -1.2% |
| All | +22.5% | +121.9% | -99.4% | -1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling