-36.3%
CCI vs MDY
+34.6%
-70.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +2.5% | +2.3% | +0.3% | +1.4% |
| 30D | +14.4% | +2.0% | +12.4% | +13.2% |
| 3M | +21.7% | -5.6% | +27.3% | +24.9% |
| 6M | +4.0% | +1.3% | +2.7% | +2.8% |
| YTD | +6.2% | +12.3% | -6.1% | -0.5% |
| 1Y | +5.4% | +15.8% | -10.4% | -2.9% |
| 3Y | +11.7% | +56.5% | -44.8% | -17.3% |
| All | -36.3% | +34.6% | -70.9% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling