-36.5%
CCI vs APA
+76.3%
-112.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.6% |
| 7D | +3.2% | -5.5% | +8.7% | +3.5% |
| 30D | +12.2% | -1.2% | +13.4% | +12.2% |
| 3M | +23.1% | +10.6% | +12.6% | +22.2% |
| 6M | +1.3% | +28.4% | -27.2% | -0.6% |
| YTD | +4.5% | +89.7% | -85.3% | -0.4% |
| 1Y | +2.3% | +90.6% | -88.3% | -2.6% |
| 3Y | +9.8% | +36.9% | -27.1% | +6.5% |
| 5Y | -36.5% | +83.2% | -119.7% | -39.8% |
| All | -36.5% | +76.3% | -112.8% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling