-47.5%
CCI vs AUR
-35.0%
-12.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -0.3% | +11.1% | -11.4% | -0.7% |
| 30D | +2.1% | -6.9% | +9.0% | +2.4% |
| 3M | -17.8% | +5.5% | -23.4% | -18.2% |
| 6M | -14.2% | +41.0% | -55.2% | -16.0% |
| YTD | -13.3% | +69.3% | -82.6% | -15.9% |
| 1Y | -16.6% | +14.0% | -30.7% | -17.9% |
| 3Y | -10.8% | +90.1% | -100.9% | -19.4% |
| 5Y | -50.3% | -34.4% | -15.9% | -56.3% |
| All | -47.5% | -35.0% | -12.5% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling