-10.2%
CCI vs MKC
-31.2%
+21.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -0.3% | -4.3% | +4.0% | +1.1% |
| 30D | +2.1% | -3.1% | +5.2% | +3.0% |
| 3M | -17.8% | +6.8% | -24.7% | -19.7% |
| 6M | -14.2% | -18.3% | +4.2% | -9.2% |
| YTD | -13.3% | -23.1% | +9.7% | -6.9% |
| 1Y | -16.6% | -23.7% | +7.1% | -10.3% |
| All | -10.2% | -31.2% | +21.0% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling