-36.6%
CCI vs AA
-13.3%
-23.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +2.1% |
| 7D | +3.2% | +1.2% | +2.0% | +3.1% |
| 30D | +12.2% | -5.0% | +17.2% | +12.5% |
| 3M | +23.1% | -22.2% | +45.4% | +25.2% |
| 6M | +1.3% | -36.3% | +37.6% | +4.2% |
| YTD | +4.5% | -24.2% | +28.7% | +4.9% |
| 1Y | +2.3% | +3.9% | -1.6% | -0.6% |
| 3Y | +9.8% | +67.6% | -57.8% | -2.7% |
| All | -36.6% | -13.3% | -23.4% | -39.6% |
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