-9.9%
CCI vs ACI
-43.5%
+33.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.0% |
| 7D | +0.2% | -2.6% | +2.7% | +0.8% |
| 30D | +0.5% | +1.1% | -0.6% | +0.2% |
| 3M | -16.3% | -23.6% | +7.4% | -11.7% |
| 6M | -13.9% | -29.9% | +16.0% | -7.6% |
| YTD | -12.4% | -26.9% | +14.4% | -6.8% |
| 1Y | -15.2% | -34.2% | +19.1% | -8.0% |
| 3Y | -9.9% | -43.6% | +33.8% | +3.9% |
| All | -9.9% | -43.5% | +33.6% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling