+1,811.8%
CCI vs AGI
+5,381.0%
-3,569.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +0.2% | +4.4% | -4.2% | -0.1% |
| 30D | +0.5% | +10.0% | -9.5% | -0.2% |
| 3M | -16.3% | +1.7% | -18.0% | -16.6% |
| 6M | -13.9% | -26.8% | +12.8% | -12.6% |
| YTD | -12.4% | -5.3% | -7.1% | -12.8% |
| 1Y | -15.2% | +11.5% | -26.7% | -16.6% |
| 3Y | -9.9% | +212.9% | -222.8% | -17.5% |
| 5Y | -50.8% | +388.8% | -439.6% | -56.5% |
| 10Y | +18.3% | +383.6% | -365.3% | +1.2% |
| All | +1,811.8% | +5,381.0% | -3,569.2% | +1,459.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling