-49.3%
CCI vs AUR
-35.1%
-14.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.3% |
| 7D | -0.3% | +1.4% | -1.7% | -0.3% |
| 30D | +2.2% | -6.4% | +8.6% | +2.4% |
| 3M | -16.9% | +7.7% | -24.6% | -17.3% |
| 6M | -11.5% | +44.5% | -56.0% | -13.5% |
| YTD | -12.8% | +67.4% | -80.3% | -15.4% |
| 1Y | -17.1% | +15.4% | -32.5% | -18.4% |
| 3Y | -9.6% | +94.8% | -104.5% | -18.5% |
| All | -49.3% | -35.1% | -14.3% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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