-7.0%
CCI vs AS
+131.9%
-139.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.3% |
| 7D | -3.4% | -3.0% | -0.3% | -3.3% |
| 30D | +9.9% | +9.6% | +0.4% | +9.7% |
| 3M | +22.7% | -8.2% | +30.9% | +22.7% |
| 6M | +0.8% | -9.9% | +10.7% | +0.8% |
| YTD | +4.1% | -16.8% | +20.9% | +4.1% |
| 1Y | -0.6% | +3.0% | -3.6% | -0.6% |
| All | -7.0% | +131.9% | -139.0% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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