+69.3%
CCI vs ACM
+132.6%
-63.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +2.5% | +5.6% | -3.1% | +1.2% |
| 30D | +14.4% | +20.8% | -6.4% | +9.5% |
| 3M | +21.7% | +11.4% | +10.3% | +18.4% |
| 6M | +4.0% | +0.9% | +3.1% | +3.1% |
| YTD | +6.2% | -24.8% | +31.0% | +11.8% |
| 1Y | +5.4% | -46.4% | +51.8% | +20.8% |
| 3Y | +11.7% | -9.2% | +21.0% | +8.9% |
| 5Y | -35.6% | +5.0% | -40.6% | -40.2% |
| All | +69.3% | +132.6% | -63.3% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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