-38.3%
CCI vs ACI
+25.9%
-64.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.8% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | +2.7% | +5.9% | -3.2% | +1.7% |
| 3M | -18.2% | -19.8% | +1.6% | -15.7% |
| 6M | -14.8% | -24.7% | +10.0% | -11.4% |
| YTD | -12.6% | -24.4% | +11.8% | -9.2% |
| 1Y | -16.7% | -31.5% | +14.8% | -12.5% |
| 3Y | -10.5% | -38.7% | +28.2% | -4.8% |
| 5Y | -51.4% | -42.8% | -8.6% | -48.6% |
| All | -38.3% | +25.9% | -64.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling