-50.8%
CCI vs ALM
+1,033.0%
-1,083.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.8% | -8.6% | 0.0% |
| 7D | +0.2% | +8.4% | -8.2% | 0.0% |
| 30D | +0.5% | +34.8% | -34.3% | -0.3% |
| 3M | -16.3% | +16.2% | -32.5% | -16.7% |
| 6M | -13.9% | +2.1% | -16.1% | -14.4% |
| YTD | -12.4% | +117.0% | -129.5% | -14.7% |
| 1Y | -15.2% | +313.9% | -329.0% | -19.2% |
| 3Y | -9.9% | +2,327.9% | -2,337.8% | -21.0% |
| 5Y | -50.8% | +1,040.6% | -1,091.5% | -56.3% |
| All | -50.8% | +1,033.0% | -1,083.9% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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