+19.6%
CCI vs AME
+427.9%
-408.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.5% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | +0.3% | -8.6% | +8.9% | +3.2% |
| 3M | -20.0% | +5.8% | -25.7% | -22.0% |
| 6M | -14.5% | +3.8% | -18.3% | -16.4% |
| YTD | -14.9% | +14.4% | -29.3% | -19.7% |
| 1Y | -17.7% | +25.8% | -43.4% | -25.1% |
| 3Y | -12.4% | +55.2% | -67.5% | -28.5% |
| 5Y | -50.1% | +85.5% | -135.7% | -62.5% |
| All | +19.6% | +427.9% | -408.3% | -24.3% |
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