-50.8%
CCI vs AA
+17.0%
-67.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.4% | 0.0% |
| 7D | +0.2% | +1.7% | -1.5% | +0.1% |
| 30D | +0.5% | +3.3% | -2.8% | +0.2% |
| 3M | -16.3% | -29.4% | +13.1% | -14.4% |
| 6M | -13.9% | -12.8% | -1.1% | -13.8% |
| YTD | -12.4% | -2.1% | -10.3% | -13.5% |
| 1Y | -15.2% | +62.8% | -77.9% | -20.1% |
| 3Y | -9.9% | +90.5% | -100.3% | -18.9% |
| 5Y | -50.8% | +19.1% | -69.9% | -52.3% |
| All | -50.8% | +17.0% | -67.9% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling