+56.1%
CCI vs MAS
+219.8%
-163.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.3% |
| 7D | +2.4% | +4.6% | -2.2% | +1.0% |
| 30D | +33.2% | +19.9% | +13.3% | +25.8% |
| 3M | +25.0% | +8.9% | +16.1% | +21.4% |
| 6M | +4.8% | +20.2% | -15.4% | -2.5% |
| YTD | +6.4% | +33.9% | -27.5% | -5.4% |
| 1Y | +6.5% | +34.7% | -28.2% | -5.6% |
| 3Y | +8.6% | +60.4% | -51.8% | -12.1% |
| 5Y | -35.3% | +43.5% | -78.8% | -46.7% |
| All | +56.1% | +219.8% | -163.8% | -1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling