-36.9%
CCI vs APD
+11.0%
-47.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.2% |
| 7D | -0.1% | -3.7% | +3.6% | +0.9% |
| 30D | +28.4% | +9.6% | +18.8% | +25.5% |
| 3M | +20.0% | +1.6% | +18.3% | +19.4% |
| 6M | +0.8% | +2.2% | -1.4% | 0.0% |
| YTD | +3.6% | +25.9% | -22.3% | -3.3% |
| 1Y | +6.1% | +20.1% | -14.0% | +0.1% |
| 3Y | +7.2% | +12.4% | -5.2% | +0.6% |
| All | -36.9% | +11.0% | -47.9% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling