-5.2%
CCI vs AS
+123.4%
-128.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +2.5% | -4.9% | +7.4% | +2.6% |
| 30D | +14.4% | +3.9% | +10.5% | +14.3% |
| 3M | +21.7% | -9.6% | +31.3% | +21.7% |
| 6M | +4.0% | -8.7% | +12.7% | +4.0% |
| YTD | +6.2% | -19.8% | +26.1% | +6.2% |
| 1Y | +5.4% | -1.5% | +7.0% | +5.5% |
| All | -5.2% | +123.4% | -128.6% | -8.4% |
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