+1,110.1%
CCI vs AIG
-85.3%
+1,195.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +2.5% | +6.6% | -4.1% | +1.4% |
| 30D | +14.4% | +7.0% | +7.4% | +13.1% |
| 3M | +21.7% | +9.7% | +12.0% | +19.7% |
| 6M | +4.0% | +10.8% | -6.8% | +2.1% |
| YTD | +6.2% | -1.3% | +7.5% | +6.2% |
| 1Y | +5.4% | +8.4% | -3.0% | +3.7% |
| 3Y | +11.7% | +39.0% | -27.3% | +4.7% |
| 5Y | -35.6% | +59.6% | -95.2% | -41.6% |
| 10Y | +68.7% | +68.4% | +0.3% | +44.2% |
| All | +1,110.1% | -85.3% | +1,195.5% | +1,139.4% |
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