+23.8%
CCI vs ACM
+131.8%
-108.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +0.2% | -0.3% | +0.5% | +0.2% |
| 30D | +0.5% | -12.9% | +13.4% | +3.2% |
| 3M | -16.3% | -6.4% | -9.9% | -15.5% |
| 6M | -13.9% | -29.2% | +15.3% | -7.9% |
| YTD | -12.4% | -29.9% | +17.5% | -6.6% |
| 1Y | -15.2% | -47.3% | +32.1% | -3.6% |
| 3Y | -9.9% | -19.6% | +9.7% | -9.3% |
| 5Y | -50.8% | +5.5% | -56.4% | -54.0% |
| All | +23.8% | +131.8% | -108.0% | +1.0% |
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