+897.6%
CCI vs AFL
+2,445.8%
-1,548.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.7% |
| 7D | +0.2% | -0.7% | +0.9% | +0.4% |
| 30D | +0.5% | -7.1% | +7.6% | +2.7% |
| 3M | -16.3% | +0.4% | -16.7% | -16.4% |
| 6M | -13.9% | +4.5% | -18.5% | -15.2% |
| YTD | -12.4% | +6.1% | -18.5% | -14.2% |
| 1Y | -15.2% | +10.6% | -25.7% | -18.0% |
| 3Y | -9.9% | +64.0% | -73.9% | -23.3% |
| 5Y | -50.8% | +133.7% | -184.6% | -62.7% |
| 10Y | +18.3% | +298.0% | -279.7% | -26.8% |
| All | +897.6% | +2,445.8% | -1,548.2% | +274.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling