+263.9%
CCI vs ACM
+230.8%
+33.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -0.4% | -3.7% | +3.3% | +0.8% |
| 30D | +2.7% | -11.1% | +13.8% | +6.1% |
| 3M | -18.2% | -8.0% | -10.2% | -16.7% |
| 6M | -14.8% | -29.7% | +14.9% | -6.0% |
| YTD | -12.6% | -29.4% | +16.8% | -4.5% |
| 1Y | -16.7% | -46.4% | +29.7% | -1.0% |
| 3Y | -10.5% | -22.3% | +11.8% | -7.8% |
| 5Y | -51.4% | +4.5% | -55.9% | -55.3% |
| 10Y | +20.0% | +127.6% | -107.6% | -23.7% |
| All | +263.9% | +230.8% | +33.2% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling