-49.3%
CCI vs MDY
+46.3%
-95.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.0% |
| 7D | -0.3% | -1.9% | +1.6% | +0.6% |
| 30D | +2.2% | -4.6% | +6.9% | +4.5% |
| 3M | -16.9% | -1.2% | -15.7% | -16.6% |
| 6M | -11.5% | +9.2% | -20.7% | -15.7% |
| YTD | -12.8% | +13.1% | -25.9% | -18.5% |
| 1Y | -17.1% | +13.0% | -30.1% | -22.5% |
| 3Y | -9.6% | +49.2% | -58.9% | -30.4% |
| All | -49.3% | +46.3% | -95.6% | -61.4% |
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