+1,086.6%
CCI vs AA
+52.9%
+1,033.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.9% |
| 7D | -3.4% | +1.1% | -4.5% | -3.7% |
| 30D | +9.9% | -1.3% | +11.2% | +10.0% |
| 3M | +22.7% | -23.9% | +46.6% | +28.9% |
| 6M | +0.8% | -36.8% | +37.6% | +8.7% |
| YTD | +4.1% | -22.2% | +26.3% | +5.8% |
| 1Y | -0.6% | +10.4% | -11.0% | -6.6% |
| 3Y | +9.4% | +72.0% | -62.6% | -12.6% |
| 5Y | -36.8% | -15.6% | -21.2% | -45.1% |
| 10Y | +65.4% | +47.8% | +17.7% | -1.9% |
| All | +1,086.6% | +52.9% | +1,033.7% | +487.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling