-49.3%
CCI vs ACI
-39.5%
-9.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.9% | +1.7% |
| 7D | -0.3% | -3.7% | +3.5% | +0.5% |
| 30D | +2.2% | +0.6% | +1.6% | +2.1% |
| 3M | -16.9% | -20.3% | +3.4% | -13.6% |
| 6M | -11.5% | -24.7% | +13.1% | -7.2% |
| YTD | -12.8% | -27.2% | +14.4% | -8.0% |
| 1Y | -17.1% | -32.7% | +15.6% | -11.5% |
| 3Y | -9.6% | -43.9% | +34.3% | -0.8% |
| All | -49.3% | -39.5% | -9.8% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling