+78.5%
CCI vs ALM
+7,705.7%
-7,627.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.8% |
| 7D | -0.4% | -2.6% | +2.2% | -0.4% |
| 30D | +2.7% | +32.0% | -29.3% | +2.6% |
| 3M | -18.2% | -15.0% | -3.2% | -18.2% |
| 6M | -14.8% | -10.1% | -4.7% | -14.8% |
| YTD | -12.6% | +99.4% | -112.0% | -12.9% |
| 1Y | -16.7% | +316.4% | -333.1% | -17.3% |
| 3Y | -10.5% | +2,022.0% | -2,032.5% | -11.9% |
| 5Y | -51.4% | +941.2% | -992.6% | -52.1% |
| 10Y | +20.0% | +2,950.3% | -2,930.3% | +17.4% |
| All | +78.5% | +7,705.7% | -7,627.2% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling