+5.4%
CCI vs MAS
+38.5%
-33.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.3% |
| 7D | +2.5% | +3.0% | -0.5% | +2.3% |
| 30D | +14.4% | +22.4% | -8.0% | +13.5% |
| 3M | +21.7% | +14.5% | +7.2% | +21.0% |
| 6M | +4.0% | +27.1% | -23.1% | +1.0% |
| YTD | +6.2% | +35.8% | -29.5% | +2.5% |
| 1Y | +5.4% | +39.4% | -34.0% | +1.4% |
| All | +5.4% | +38.5% | -33.1% | +1.4% |
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