+67.1%
CCI vs AME
+442.0%
-374.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -1.4% | +8.1% | -9.5% | -3.9% |
| 30D | +12.7% | -3.8% | +16.5% | +13.7% |
| 3M | +23.0% | -6.6% | +29.6% | +25.1% |
| 6M | +0.6% | +4.6% | -4.0% | -2.1% |
| YTD | +4.9% | +17.9% | -13.1% | -2.6% |
| 1Y | +0.7% | +23.2% | -22.6% | -8.0% |
| 3Y | +10.2% | +62.9% | -52.7% | -12.4% |
| 5Y | -36.4% | +77.5% | -114.0% | -51.8% |
| All | +67.1% | +442.0% | -374.9% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling