-16.6%
CCI vs AR
+21.2%
-37.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -0.3% | -1.2% | +0.9% | -0.1% |
| 30D | +2.1% | +5.5% | -3.4% | +1.5% |
| 3M | -17.8% | +12.9% | -30.7% | -18.9% |
| 6M | -14.2% | +0.1% | -14.3% | -15.0% |
| YTD | -13.3% | +13.5% | -26.9% | -15.8% |
| 1Y | -16.6% | +21.6% | -38.2% | -18.9% |
| All | -16.6% | +21.2% | -37.8% | -18.9% |
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