+8.0%
CCI vs AG
+232.7%
-224.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.6% | -1.1% |
| 7D | +0.9% | +10.8% | -9.9% | +0.5% |
| 30D | +10.3% | -8.2% | +18.4% | +10.6% |
| 3M | +17.9% | -13.7% | +31.6% | +18.4% |
| 6M | -0.5% | -27.3% | +26.8% | +0.6% |
| YTD | +2.7% | -4.6% | +7.3% | +1.7% |
| 1Y | +3.1% | +39.4% | -36.2% | -0.2% |
| 3Y | +8.0% | +244.1% | -236.2% | -13.1% |
| All | +8.0% | +232.7% | -224.7% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 3y: compounded portfolio wealth divided by compounded AG 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…
3y analysis · Full analysis span regression · 6 months rolling