-5.0%
CCI vs AS
+133.7%
-138.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.3% |
| 7D | +2.4% | +7.1% | -4.7% | +2.3% |
| 30D | +33.2% | +12.8% | +20.4% | +32.9% |
| 3M | +25.0% | -14.7% | +39.7% | +25.1% |
| 6M | +4.8% | -9.9% | +14.7% | +4.8% |
| YTD | +6.4% | -16.1% | +22.5% | +6.3% |
| 1Y | +6.5% | +0.2% | +6.3% | +6.5% |
| All | -5.0% | +133.7% | -138.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling