+5.4%
CCI vs AS
-3.7%
+9.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +2.5% | -4.9% | +7.4% | +3.0% |
| 30D | +14.4% | +3.9% | +10.5% | +14.0% |
| 3M | +21.7% | -9.6% | +31.3% | +22.1% |
| 6M | +4.0% | -8.7% | +12.7% | +4.1% |
| YTD | +6.2% | -19.8% | +26.1% | +6.3% |
| 1Y | +5.4% | -1.5% | +7.0% | +4.6% |
| All | +5.4% | -3.7% | +9.1% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling