+897.6%
CCI vs AIG
-86.9%
+984.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.5% |
| 7D | +0.2% | -1.6% | +1.8% | +0.4% |
| 30D | +0.5% | -5.2% | +5.7% | +1.4% |
| 3M | -16.3% | +1.5% | -17.7% | -16.5% |
| 6M | -13.9% | -3.9% | -10.0% | -13.4% |
| YTD | -12.4% | -11.6% | -0.8% | -10.7% |
| 1Y | -15.2% | -2.9% | -12.3% | -15.1% |
| 3Y | -9.9% | +33.7% | -43.6% | -14.9% |
| 5Y | -50.8% | +52.7% | -103.5% | -55.1% |
| 10Y | +18.3% | +62.6% | -44.3% | +1.7% |
| All | +897.6% | -86.9% | +984.5% | +941.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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