+1,090.4%
CCI vs AME
+7,895.5%
-6,805.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +3.2% | -4.1% | +7.3% | +4.8% |
| 30D | +12.2% | -4.1% | +16.3% | +13.8% |
| 3M | +23.1% | -5.6% | +28.8% | +25.5% |
| 6M | +1.3% | +2.8% | -1.6% | -1.9% |
| YTD | +4.5% | +16.6% | -12.1% | -5.2% |
| 1Y | +2.3% | +21.1% | -18.8% | -9.0% |
| 3Y | +9.8% | +61.1% | -51.3% | -18.2% |
| 5Y | -36.5% | +76.6% | -113.1% | -55.2% |
| 10Y | +64.7% | +431.3% | -366.6% | -38.4% |
| All | +1,090.4% | +7,895.5% | -6,805.1% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling