-16.7%
CCI vs APD
+6.0%
-22.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.9% |
| 7D | -0.4% | -2.2% | +1.8% | -0.4% |
| 30D | +2.7% | +2.1% | +0.6% | +2.7% |
| 3M | -18.2% | +7.2% | -25.4% | -17.9% |
| 6M | -14.8% | +11.2% | -26.0% | -14.4% |
| YTD | -12.6% | +24.4% | -37.0% | -12.2% |
| 1Y | -16.7% | +6.7% | -23.4% | -13.8% |
| All | -16.7% | +6.0% | -22.8% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling