-50.1%
CCI vs AGI
+389.6%
-439.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.3% |
| 7D | -4.4% | -5.3% | +0.9% | -3.8% |
| 30D | +0.3% | +6.8% | -6.4% | -0.6% |
| 3M | -20.0% | +8.3% | -28.3% | -21.1% |
| 6M | -14.5% | -29.2% | +14.7% | -11.0% |
| YTD | -14.9% | -7.3% | -7.6% | -15.4% |
| 1Y | -17.7% | +8.0% | -25.7% | -20.6% |
| 3Y | -12.4% | +206.6% | -218.9% | -31.2% |
| 5Y | -50.1% | +398.1% | -448.3% | -64.6% |
| All | -50.1% | +389.6% | -439.7% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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