+22.4%
CCI vs MKTX
+5.0%
+17.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | -0.3% | -0.2% | 0.0% | -0.2% |
| 30D | +2.2% | +0.7% | +1.5% | +2.0% |
| 3M | -16.9% | +40.8% | -57.7% | -25.3% |
| 6M | -11.5% | -8.0% | -3.5% | -10.4% |
| YTD | -12.8% | -8.7% | -4.1% | -11.5% |
| 1Y | -17.1% | -11.8% | -5.2% | -15.2% |
| 3Y | -9.6% | -24.0% | +14.4% | -6.4% |
| 5Y | -48.9% | -60.3% | +11.4% | -37.7% |
| All | +22.4% | +5.0% | +17.4% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling