-36.9%
CCI vs AR
+71.8%
-108.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.5% |
| 7D | -0.1% | -14.3% | +14.2% | +1.2% |
| 30D | +28.4% | +1.4% | +27.0% | +28.1% |
| 3M | +20.0% | +3.4% | +16.6% | +19.4% |
| 6M | +0.8% | -2.1% | +2.8% | +0.7% |
| YTD | +3.6% | +4.7% | -1.1% | +2.6% |
| 1Y | +6.1% | +10.6% | -4.5% | +4.5% |
| 3Y | +7.2% | +24.6% | -17.4% | +1.8% |
| All | -36.9% | +71.8% | -108.7% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling