+895.8%
CCI vs MAS
+435.2%
+460.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.6% | -2.4% |
| 7D | -0.4% | -0.8% | +0.3% | -0.2% |
| 30D | +2.7% | -5.6% | +8.3% | +4.5% |
| 3M | -18.2% | +4.4% | -22.7% | -20.2% |
| 6M | -14.8% | +7.2% | -22.0% | -18.1% |
| YTD | -12.6% | +16.1% | -28.7% | -18.4% |
| 1Y | -16.7% | +0.1% | -16.8% | -18.7% |
| 3Y | -10.5% | +28.3% | -38.8% | -21.1% |
| 5Y | -51.4% | +30.5% | -81.9% | -58.1% |
| 10Y | +20.0% | +139.1% | -119.1% | -18.5% |
| All | +895.8% | +435.2% | +460.6% | +281.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling