+7.3%
CCI vs AFL
+18.6%
-11.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.0% | +5.4% | +6.3% |
| 7D | +5.0% | +2.9% | +2.1% | +4.7% |
| 30D | +36.4% | +11.5% | +24.9% | +33.8% |
| 3M | +20.4% | +0.6% | +19.8% | +20.3% |
| 6M | +4.9% | +11.7% | -6.8% | +4.1% |
| YTD | +7.8% | +15.4% | -7.6% | +5.5% |
| 1Y | +7.3% | +17.6% | -10.3% | +5.5% |
| All | +7.3% | +18.6% | -11.3% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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