-50.9%
CCI vs ALC
-14.0%
-37.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.1% |
| 7D | -0.4% | -2.1% | +1.7% | +0.3% |
| 30D | +2.7% | -0.1% | +2.8% | +2.6% |
| 3M | -18.2% | +5.9% | -24.1% | -20.1% |
| 6M | -14.8% | -15.9% | +1.1% | -10.0% |
| YTD | -12.6% | -10.1% | -2.5% | -10.3% |
| 1Y | -16.7% | -10.2% | -6.5% | -14.7% |
| 3Y | -10.5% | -13.6% | +3.0% | -9.5% |
| All | -50.9% | -14.0% | -37.0% | -53.2% |
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