+22.5%
CCI vs APA
-1.1%
+23.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.2% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | +2.1% | +9.3% | -7.2% | +1.6% |
| 3M | -17.8% | +23.3% | -41.2% | -18.9% |
| 6M | -14.2% | +39.5% | -53.7% | -16.1% |
| YTD | -13.3% | +87.6% | -101.0% | -16.8% |
| 1Y | -16.6% | +114.2% | -130.9% | -20.7% |
| 3Y | -10.8% | +13.6% | -24.4% | -12.8% |
| 5Y | -50.3% | +175.6% | -225.9% | -54.4% |
| 10Y | +22.5% | -2.6% | +25.2% | +4.6% |
| All | +22.5% | -1.1% | +23.6% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling