+73.9%
CCI vs AMC
-98.1%
+172.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -1.9% |
| 7D | -0.4% | +2.3% | -2.7% | -0.4% |
| 30D | +2.7% | -0.7% | +3.4% | +2.7% |
| 3M | -18.2% | +35.2% | -53.4% | -18.7% |
| 6M | -14.8% | +124.6% | -139.4% | -16.0% |
| YTD | -12.6% | +69.9% | -82.5% | -13.6% |
| 1Y | -16.7% | -2.6% | -14.2% | -17.1% |
| 3Y | -10.5% | -79.8% | +69.3% | -10.1% |
| 5Y | -51.4% | -99.4% | +48.0% | -50.2% |
| 10Y | +20.0% | -98.9% | +118.9% | +25.3% |
| All | +73.9% | -98.1% | +172.0% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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