+895.8%
CCI vs APA
+480.0%
+415.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.4% |
| 7D | -0.4% | +0.5% | -0.9% | -0.5% |
| 30D | +2.7% | +23.4% | -20.7% | -0.8% |
| 3M | -18.2% | +12.7% | -30.9% | -20.0% |
| 6M | -14.8% | +39.4% | -54.2% | -19.9% |
| YTD | -12.6% | +79.0% | -91.6% | -21.2% |
| 1Y | -16.7% | +88.8% | -105.6% | -26.0% |
| 3Y | -10.5% | +6.4% | -16.9% | -15.4% |
| 5Y | -51.4% | +153.0% | -204.4% | -62.3% |
| 10Y | +20.0% | +7.5% | +12.5% | -12.1% |
| All | +895.8% | +480.0% | +415.8% | +342.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling