-18.8%
CCI vs AHR
+364.8%
-383.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +0.2% | -3.4% | +3.6% | +0.9% |
| 30D | +0.5% | -3.8% | +4.3% | +1.3% |
| 3M | -16.3% | +20.1% | -36.3% | -19.9% |
| 6M | -13.9% | +7.1% | -21.0% | -15.6% |
| YTD | -12.4% | +17.2% | -29.6% | -16.1% |
| 1Y | -15.2% | +30.4% | -45.6% | -21.3% |
| All | -18.8% | +364.8% | -383.5% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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