+331.4%
CCI vs ACM
+233.3%
+98.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -0.1% | +5.4% | -5.5% | -1.7% |
| 30D | +28.4% | +15.1% | +13.3% | +22.7% |
| 3M | +20.0% | -10.5% | +30.4% | +23.5% |
| 6M | +0.8% | -19.7% | +20.5% | +6.6% |
| YTD | +3.6% | -28.8% | +32.4% | +12.7% |
| 1Y | +6.1% | -47.9% | +54.0% | +27.4% |
| 3Y | +7.2% | -12.4% | +19.6% | +5.9% |
| 5Y | -37.0% | +0.6% | -37.5% | -41.2% |
| 10Y | +54.2% | +161.3% | -107.1% | -7.0% |
| All | +331.4% | +233.3% | +98.1% | +84.6% |
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