-9.9%
CCI vs APA
+9.3%
-19.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.1% |
| 7D | +0.2% | -1.7% | +1.9% | +0.2% |
| 30D | +0.5% | +15.7% | -15.2% | 0.0% |
| 3M | -16.3% | +16.5% | -32.7% | -16.8% |
| 6M | -13.9% | +35.1% | -49.0% | -14.9% |
| YTD | -12.4% | +82.2% | -94.7% | -14.0% |
| 1Y | -15.2% | +102.5% | -117.7% | -16.8% |
| 3Y | -9.9% | +10.3% | -20.2% | -10.3% |
| All | -9.9% | +9.3% | -19.2% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling