-37.8%
CCI vs AG
+16.5%
-54.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.6% | -1.2% |
| 7D | +0.9% | +10.8% | -9.9% | +0.2% |
| 30D | +10.3% | -8.2% | +18.4% | +10.8% |
| 3M | +17.9% | -13.7% | +31.6% | +18.7% |
| 6M | -0.5% | -27.3% | +26.8% | +1.0% |
| YTD | +2.7% | -4.6% | +7.3% | +1.1% |
| 1Y | +3.1% | +39.4% | -36.2% | -1.6% |
| 3Y | +8.0% | +244.1% | -236.2% | -9.0% |
| 5Y | -37.8% | +16.8% | -54.6% | -38.9% |
| All | -37.8% | +16.5% | -54.3% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling