+265.0%
CCI vs AG
+445.6%
-180.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.7% |
| 7D | -0.4% | +1.0% | -1.4% | -0.5% |
| 30D | +2.7% | +19.2% | -16.5% | +0.9% |
| 3M | -18.2% | +6.2% | -24.4% | -19.2% |
| 6M | -14.8% | -26.7% | +11.9% | -13.4% |
| YTD | -12.6% | +26.1% | -38.7% | -16.2% |
| 1Y | -16.7% | +131.7% | -148.4% | -25.2% |
| 3Y | -10.5% | +255.3% | -265.9% | -25.6% |
| 5Y | -51.4% | +61.9% | -113.4% | -57.5% |
| 10Y | +20.0% | +72.0% | -52.0% | -4.6% |
| All | +265.0% | +445.6% | -180.6% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling