-37.8%
CCI vs ACI
-41.1%
+3.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | +0.9% | -5.9% | +6.8% | +2.2% |
| 30D | +10.3% | +7.2% | +3.1% | +8.6% |
| 3M | +17.9% | +8.8% | +9.1% | +15.5% |
| 6M | -0.5% | -17.2% | +16.7% | +2.6% |
| YTD | +2.7% | -21.3% | +24.0% | +6.8% |
| 1Y | +3.1% | -23.7% | +26.9% | +7.9% |
| 3Y | +8.0% | -32.8% | +40.8% | +15.2% |
| 5Y | -37.8% | -41.4% | +3.6% | -33.4% |
| All | -37.8% | -41.1% | +3.3% | -33.4% |
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