-50.1%
CCI vs AFL
+131.0%
-181.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -4.4% | -3.3% | -1.1% | -3.3% |
| 30D | +0.3% | -5.0% | +5.3% | +2.0% |
| 3M | -20.0% | -1.8% | -18.2% | -19.5% |
| 6M | -14.5% | +4.8% | -19.4% | -15.9% |
| YTD | -14.9% | +5.4% | -20.3% | -16.7% |
| 1Y | -17.7% | +9.0% | -26.6% | -20.5% |
| 3Y | -12.4% | +63.0% | -75.4% | -27.7% |
| 5Y | -50.1% | +134.5% | -184.6% | -64.3% |
| All | -50.1% | +131.0% | -181.1% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling