-16.7%
CCI vs MAS
+1.6%
-18.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.6% | -2.0% |
| 7D | -0.4% | -0.8% | +0.3% | -0.4% |
| 30D | +2.7% | -5.6% | +8.3% | +3.0% |
| 3M | -18.2% | +4.4% | -22.7% | -19.5% |
| 6M | -14.8% | +7.2% | -22.0% | -16.7% |
| YTD | -12.6% | +16.1% | -28.7% | -15.5% |
| 1Y | -16.7% | +0.1% | -16.8% | -18.3% |
| All | -16.7% | +1.6% | -18.3% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling