-9.9%
CCI vs AG
+272.3%
-282.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | +0.2% | +4.5% | -4.3% | 0.0% |
| 30D | +0.5% | +12.9% | -12.4% | 0.0% |
| 3M | -16.3% | +20.9% | -37.2% | -16.9% |
| 6M | -13.9% | -19.5% | +5.6% | -13.3% |
| YTD | -12.4% | +24.8% | -37.2% | -13.8% |
| 1Y | -15.2% | +120.2% | -135.4% | -18.9% |
| 3Y | -9.9% | +279.0% | -288.9% | -19.8% |
| All | -9.9% | +272.3% | -282.1% | -19.8% |
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