-38.9%
CCI vs ACI
+18.9%
-57.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -0.6% |
| 7D | -0.3% | -5.0% | +4.8% | +0.6% |
| 30D | +2.1% | -2.3% | +4.4% | +2.5% |
| 3M | -17.8% | -23.2% | +5.3% | -14.7% |
| 6M | -14.2% | -29.5% | +15.3% | -9.8% |
| YTD | -13.3% | -28.6% | +15.3% | -9.1% |
| 1Y | -16.6% | -34.0% | +17.4% | -11.8% |
| 3Y | -10.8% | -45.0% | +34.2% | -3.6% |
| 5Y | -50.3% | -44.0% | -6.3% | -47.1% |
| All | -38.9% | +18.9% | -57.7% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling