-36.9%
CCI vs ALC
-11.2%
-25.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.8% |
| 7D | -0.1% | +4.9% | -5.0% | -1.7% |
| 30D | +28.4% | +19.0% | +9.4% | +20.8% |
| 3M | +20.0% | +7.8% | +12.2% | +16.6% |
| 6M | +0.8% | +14.6% | -13.8% | -4.3% |
| YTD | +3.6% | -4.4% | +8.1% | +4.0% |
| 1Y | +6.1% | +1.4% | +4.7% | +3.9% |
| 3Y | +7.2% | +2.5% | +4.7% | +0.7% |
| All | -36.9% | -11.2% | -25.7% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling