-50.1%
CCI vs AON
+9.0%
-59.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.8% | -2.1% |
| 7D | -4.4% | -5.9% | +1.5% | -2.4% |
| 30D | +0.3% | -13.7% | +14.0% | +5.3% |
| 3M | -20.0% | -8.3% | -11.7% | -18.0% |
| 6M | -14.5% | -3.6% | -10.9% | -14.3% |
| YTD | -14.9% | -12.4% | -2.5% | -11.8% |
| 1Y | -17.7% | -14.6% | -3.0% | -13.9% |
| 3Y | -12.4% | -5.7% | -6.6% | -13.1% |
| 5Y | -50.1% | +9.1% | -59.3% | -55.4% |
| All | -50.1% | +9.0% | -59.1% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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