-17.7%
CCI vs AA
+55.5%
-73.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.0% | -1.8% |
| 7D | -4.4% | -5.4% | +1.0% | -4.5% |
| 30D | +0.3% | -10.7% | +11.0% | +0.1% |
| 3M | -20.0% | -26.2% | +6.2% | -20.2% |
| 6M | -14.5% | -20.9% | +6.4% | -15.2% |
| YTD | -14.9% | -8.6% | -6.2% | -16.7% |
| 1Y | -17.7% | +57.4% | -75.1% | -24.1% |
| All | -17.7% | +55.5% | -73.2% | -24.1% |
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