-11.7%
CCI vs AU
+574.0%
-585.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.5% | -1.5% |
| 7D | -4.4% | -7.0% | +2.6% | -3.9% |
| 30D | +0.3% | +7.3% | -7.0% | -0.2% |
| 3M | -20.0% | +33.2% | -53.2% | -21.8% |
| 6M | -14.5% | -0.6% | -13.9% | -14.8% |
| YTD | -14.9% | +26.2% | -41.0% | -17.6% |
| 1Y | -17.7% | +68.3% | -85.9% | -23.1% |
| All | -11.7% | +574.0% | -585.7% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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