-9.9%
CCI vs AME
+55.3%
-65.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.2% | +2.8% | -2.6% | +0.2% |
| 30D | +0.5% | -6.3% | +6.8% | +0.5% |
| 3M | -16.3% | +5.4% | -21.7% | -16.5% |
| 6M | -13.9% | +7.4% | -21.4% | -14.3% |
| YTD | -12.4% | +16.2% | -28.6% | -13.2% |
| 1Y | -15.2% | +26.8% | -42.0% | -16.1% |
| 3Y | -9.9% | +57.5% | -67.4% | -17.5% |
| All | -9.9% | +55.3% | -65.1% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling