+129.3%
CCI vs AMCR
+91.3%
+38.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.4% |
| 7D | -0.3% | -6.3% | +6.0% | +1.2% |
| 30D | +2.1% | -7.1% | +9.3% | +3.9% |
| 3M | -17.8% | +12.7% | -30.5% | -20.5% |
| 6M | -14.2% | +5.2% | -19.3% | -15.9% |
| YTD | -13.3% | +8.1% | -21.4% | -15.8% |
| 1Y | -16.6% | +10.0% | -26.7% | -19.4% |
| 3Y | -10.8% | +6.6% | -17.4% | -13.6% |
| 5Y | -50.3% | -11.4% | -38.9% | -50.0% |
| 10Y | +22.5% | +13.3% | +9.2% | +12.5% |
| All | +129.3% | +91.3% | +38.1% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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