-49.3%
CCI vs AU
+686.2%
-735.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.3% |
| 7D | -0.3% | -4.3% | +4.0% | +0.1% |
| 30D | +2.2% | +7.3% | -5.1% | +1.5% |
| 3M | -16.9% | +26.3% | -43.2% | -18.9% |
| 6M | -11.5% | +1.8% | -13.3% | -12.3% |
| YTD | -12.8% | +26.8% | -39.7% | -16.3% |
| 1Y | -17.1% | +66.7% | -83.8% | -23.3% |
| 3Y | -9.6% | +579.1% | -588.7% | -32.6% |
| All | -49.3% | +686.2% | -735.6% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling