+895.8%
CCI vs AME
+7,864.1%
-6,968.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.6% |
| 7D | -0.4% | +0.6% | -1.0% | -0.7% |
| 30D | +2.7% | -6.7% | +9.4% | +5.9% |
| 3M | -18.2% | +4.1% | -22.3% | -20.5% |
| 6M | -14.8% | +1.6% | -16.4% | -16.7% |
| YTD | -12.6% | +16.1% | -28.7% | -20.0% |
| 1Y | -16.7% | +27.3% | -44.1% | -27.5% |
| 3Y | -10.5% | +50.9% | -61.4% | -30.7% |
| 5Y | -51.4% | +81.4% | -132.8% | -66.0% |
| 10Y | +20.0% | +417.0% | -396.9% | -54.3% |
| All | +895.8% | +7,864.1% | -6,968.3% | +3.3% |
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