+600.6%
CCI vs MKSI
+2,175.0%
-1,574.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.3% |
| 7D | -4.4% | +4.9% | -9.3% | -5.4% |
| 30D | +0.3% | -11.0% | +11.3% | +2.5% |
| 3M | -20.0% | -17.1% | -2.9% | -19.1% |
| 6M | -14.5% | +16.4% | -30.9% | -20.6% |
| YTD | -14.9% | +64.3% | -79.1% | -27.4% |
| 1Y | -17.7% | +137.7% | -155.4% | -36.3% |
| 3Y | -12.4% | +189.1% | -201.5% | -40.4% |
| 5Y | -50.1% | +83.1% | -133.3% | -63.7% |
| 10Y | +20.4% | +509.4% | -489.0% | -42.9% |
| All | +600.6% | +2,175.0% | -1,574.4% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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