-20.1%
CCI vs ALC
+21.6%
-41.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.9% |
| 7D | +0.2% | -3.7% | +3.8% | +1.6% |
| 30D | +0.5% | -3.7% | +4.2% | +1.9% |
| 3M | -16.3% | +4.6% | -20.8% | -18.0% |
| 6M | -13.9% | -14.6% | +0.6% | -9.4% |
| YTD | -12.4% | -11.9% | -0.6% | -9.2% |
| 1Y | -15.2% | -13.1% | -2.0% | -11.8% |
| 3Y | -9.9% | -15.0% | +5.1% | -7.9% |
| 5Y | -50.8% | -16.2% | -34.6% | -50.7% |
| All | -20.1% | +21.6% | -41.7% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling