+22.5%
CCI vs APD
+162.9%
-140.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -0.3% | -4.6% | +4.3% | +1.4% |
| 30D | +2.1% | -4.2% | +6.3% | +3.7% |
| 3M | -17.8% | +5.0% | -22.8% | -19.6% |
| 6M | -14.2% | +8.9% | -23.1% | -17.4% |
| YTD | -13.3% | +21.9% | -35.2% | -20.3% |
| 1Y | -16.6% | +5.6% | -22.2% | -19.5% |
| 3Y | -10.8% | +6.9% | -17.7% | -16.7% |
| 5Y | -50.3% | +25.3% | -75.7% | -57.9% |
| 10Y | +22.5% | +169.1% | -146.5% | -23.1% |
| All | +22.5% | +162.9% | -140.4% | -23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling