+109.8%
CCI vs ALM
+3,798.4%
-3,688.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.1% | -8.9% | -0.9% |
| 7D | +0.9% | +0.7% | +0.2% | +0.9% |
| 30D | +10.3% | -26.1% | +36.4% | +10.4% |
| 3M | +17.9% | -38.1% | +56.0% | +18.1% |
| 6M | -0.5% | -55.4% | +54.9% | -0.2% |
| YTD | +2.7% | -0.4% | +3.1% | +2.6% |
| 1Y | +3.1% | +25.4% | -22.2% | +2.9% |
| 3Y | +8.0% | +907.8% | -899.8% | +6.6% |
| 5Y | -37.8% | +440.2% | -477.9% | -38.5% |
| 10Y | +56.5% | +2,031.1% | -1,974.6% | +53.4% |
| All | +109.8% | +3,798.4% | -3,688.7% | +101.4% |
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