-50.3%
CCI vs AME
+83.9%
-134.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -0.3% | +1.3% | -1.6% | -0.6% |
| 30D | +2.1% | -6.6% | +8.7% | +3.7% |
| 3M | -17.8% | +3.0% | -20.8% | -18.9% |
| 6M | -14.2% | +5.3% | -19.5% | -16.1% |
| YTD | -13.3% | +15.4% | -28.8% | -17.7% |
| 1Y | -16.6% | +26.8% | -43.4% | -23.3% |
| 3Y | -10.8% | +56.5% | -67.3% | -27.9% |
| 5Y | -50.3% | +85.2% | -135.6% | -64.7% |
| All | -50.3% | +83.9% | -134.2% | -64.7% |
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