+11.7%
CCI vs AR
+48.6%
-36.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +2.5% | +7.4% | -4.9% | +2.3% |
| 30D | +14.4% | +5.8% | +8.7% | +14.2% |
| 3M | +21.7% | +5.2% | +16.5% | +21.5% |
| 6M | +4.0% | +5.4% | -1.4% | +3.8% |
| YTD | +6.2% | +12.4% | -6.2% | +5.6% |
| 1Y | +5.4% | +12.8% | -7.4% | +4.9% |
| 3Y | +11.7% | +47.2% | -35.5% | +10.3% |
| All | +11.7% | +48.6% | -36.9% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling