+113.4%
CCI vs ALM
+3,516.3%
-3,402.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.2% | +9.0% | +1.8% |
| 7D | +3.2% | -6.3% | +9.5% | +3.2% |
| 30D | +12.2% | -31.4% | +43.6% | +12.4% |
| 3M | +23.1% | -40.6% | +63.7% | +23.4% |
| 6M | +1.3% | -58.6% | +59.9% | +1.5% |
| YTD | +4.5% | -7.6% | +12.1% | +4.4% |
| 1Y | +2.3% | +13.8% | -11.5% | +2.1% |
| 3Y | +9.8% | +842.1% | -832.3% | +8.4% |
| 5Y | -36.5% | +407.4% | -443.9% | -37.3% |
| 10Y | +64.7% | +2,079.4% | -2,014.7% | +61.4% |
| All | +113.4% | +3,516.3% | -3,402.9% | +104.9% |
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