-2.7%
CCI vs AAOX
-58.1%
+55.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.4% | -1.0% | +2.4% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | +2.2% | -49.0% | +51.3% | +1.6% |
| 3M | -16.9% | -77.3% | +60.4% | -16.3% |
| All | -2.7% | -58.1% | +55.5% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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 · Available span rolling