-17.1%
CCI vs AME
+29.6%
-46.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.9% | +2.6% |
| 7D | -0.3% | +1.7% | -2.0% | -0.2% |
| 30D | +2.2% | -6.4% | +8.7% | +1.7% |
| 3M | -16.9% | +7.1% | -24.0% | -17.2% |
| 6M | -11.5% | +8.2% | -19.7% | -12.1% |
| YTD | -12.8% | +18.2% | -31.0% | -14.3% |
| 1Y | -17.1% | +26.7% | -43.8% | -17.9% |
| All | -17.1% | +29.6% | -46.7% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling