-36.5%
CCI vs AME
+76.9%
-113.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +3.2% | -4.1% | +7.3% | +4.0% |
| 30D | +12.2% | -4.1% | +16.3% | +13.0% |
| 3M | +23.1% | -5.6% | +28.8% | +24.3% |
| 6M | +1.3% | +2.8% | -1.6% | -0.4% |
| YTD | +4.5% | +16.6% | -12.1% | -1.4% |
| 1Y | +2.3% | +21.1% | -18.8% | -4.6% |
| 3Y | +9.8% | +61.1% | -51.3% | -12.9% |
| 5Y | -36.5% | +76.6% | -113.1% | -54.2% |
| All | -36.5% | +76.9% | -113.4% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling