+1,094.9%
CCI vs AA
+50.7%
+1,044.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | -1.4% | +5.3% | -6.7% | -2.5% |
| 30D | +12.7% | -2.3% | +15.0% | +13.0% |
| 3M | +23.0% | -20.8% | +43.8% | +28.3% |
| 6M | +0.6% | -39.8% | +40.4% | +9.6% |
| YTD | +4.9% | -23.3% | +28.2% | +6.8% |
| 1Y | +0.7% | +1.8% | -1.2% | -3.7% |
| 3Y | +10.2% | +69.5% | -59.3% | -11.7% |
| 5Y | -36.4% | -18.0% | -18.5% | -44.4% |
| 10Y | +66.6% | +45.7% | +20.9% | -1.0% |
| All | +1,094.9% | +50.7% | +1,044.3% | +493.1% |
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 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