+22.4%
CCI vs AFL
+303.3%
-280.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.1% |
| 7D | -0.3% | -1.6% | +1.4% | +0.3% |
| 30D | +2.2% | -4.0% | +6.3% | +3.5% |
| 3M | -16.9% | -0.5% | -16.4% | -16.8% |
| 6M | -11.5% | +6.5% | -18.1% | -13.4% |
| YTD | -12.8% | +6.2% | -19.0% | -14.8% |
| 1Y | -17.1% | +8.3% | -25.4% | -19.5% |
| 3Y | -9.6% | +62.5% | -72.2% | -23.9% |
| 5Y | -48.9% | +136.2% | -185.1% | -62.3% |
| All | +22.4% | +303.3% | -280.8% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling