+18.3%
CCI vs AR
+45.1%
-26.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | +0.2% | -1.8% | +2.0% | +0.3% |
| 30D | +0.5% | +12.6% | -12.1% | -0.2% |
| 3M | -16.3% | +10.0% | -26.3% | -16.7% |
| 6M | -13.9% | +0.6% | -14.6% | -14.1% |
| YTD | -12.4% | +13.4% | -25.8% | -13.2% |
| 1Y | -15.2% | +21.7% | -36.9% | -16.4% |
| 3Y | -9.9% | +45.8% | -55.7% | -13.0% |
| 5Y | -50.8% | +144.3% | -195.1% | -54.0% |
| 10Y | +18.3% | +41.8% | -23.5% | +1.8% |
| All | +18.3% | +45.1% | -26.8% | +1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling