-50.7%
CCI vs MSCI
-6.7%
-44.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | +2.7% | +0.6% | +2.1% | +2.5% |
| 3M | -18.2% | -7.1% | -11.1% | -16.6% |
| 6M | -14.8% | +0.8% | -15.6% | -15.4% |
| YTD | -12.6% | +1.0% | -13.6% | -13.6% |
| 1Y | -16.7% | +4.3% | -21.1% | -18.9% |
| 3Y | -10.5% | +9.9% | -20.5% | -16.5% |
| All | -50.7% | -6.7% | -44.0% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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