+1,128.0%
CCI vs MAS
+539.1%
+588.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.6% | +0.8% | +4.7% |
| 7D | +5.0% | +14.2% | -9.1% | +0.7% |
| 30D | +36.4% | +26.8% | +9.6% | +26.2% |
| 3M | +20.4% | +13.1% | +7.3% | +15.3% |
| 6M | +4.9% | +27.9% | -23.0% | -4.5% |
| YTD | +7.8% | +38.7% | -30.9% | -5.2% |
| 1Y | +7.3% | +40.4% | -33.1% | -6.1% |
| 3Y | +10.1% | +66.1% | -56.0% | -10.9% |
| 5Y | -34.8% | +47.4% | -82.2% | -46.0% |
| 10Y | +60.4% | +238.3% | -178.0% | -2.6% |
| All | +1,128.0% | +539.1% | +588.9% | +342.8% |
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