-25.0%
CCI vs ACI
+32.8%
-57.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.4% |
| 7D | +2.5% | +2.3% | +0.2% | +2.1% |
| 30D | +14.4% | +1.2% | +13.2% | +14.2% |
| 3M | +21.7% | +6.8% | +14.9% | +20.2% |
| 6M | +4.0% | -18.7% | +22.8% | +6.7% |
| YTD | +6.2% | -20.2% | +26.4% | +9.2% |
| 1Y | +5.4% | -23.7% | +29.1% | +9.0% |
| 3Y | +11.7% | -31.6% | +43.4% | +16.8% |
| 5Y | -35.6% | -42.8% | +7.1% | -32.3% |
| All | -25.0% | +32.8% | -57.9% | -28.5% |
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