+897.6%
CCI vs MDY
+1,435.4%
-537.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.7% |
| 7D | +0.2% | +1.0% | -0.9% | -0.7% |
| 30D | +0.5% | -3.1% | +3.6% | +3.2% |
| 3M | -16.3% | +1.8% | -18.1% | -18.0% |
| 6M | -13.9% | +10.8% | -24.7% | -22.0% |
| YTD | -12.4% | +14.4% | -26.9% | -23.0% |
| 1Y | -15.2% | +15.2% | -30.4% | -26.1% |
| 3Y | -9.9% | +51.2% | -61.1% | -40.6% |
| 5Y | -50.8% | +47.2% | -98.1% | -67.7% |
| 10Y | +18.3% | +171.1% | -152.8% | -60.9% |
| All | +897.6% | +1,435.4% | -537.8% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling