+7.3%
CCI vs AR
+14.7%
-7.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.3% | +12.7% | +7.1% |
| 7D | +5.0% | -11.1% | +16.2% | +6.4% |
| 30D | +36.4% | +7.9% | +28.5% | +35.1% |
| 3M | +20.4% | +4.9% | +15.5% | +19.4% |
| 6M | +4.9% | -5.3% | +10.2% | +4.8% |
| YTD | +7.8% | +8.6% | -0.8% | +3.8% |
| 1Y | +7.3% | +13.7% | -6.4% | +1.4% |
| All | +7.3% | +14.7% | -7.4% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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