+0.7%
CCI vs ACM
-46.1%
+46.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.4% | +5.1% | -6.5% | -1.5% |
| 30D | +12.7% | +18.7% | -5.9% | +12.5% |
| 3M | +23.0% | +15.5% | +7.6% | +23.0% |
| 6M | +0.6% | +1.2% | -0.6% | +0.4% |
| YTD | +4.9% | -25.2% | +30.1% | +3.1% |
| 1Y | +0.7% | -46.3% | +47.0% | -0.4% |
| All | +0.7% | -46.1% | +46.7% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling