+209.1%
CCI vs MSCI
+2,756.4%
-2,547.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.7% |
| 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% | -16.3% |
| 6M | -14.8% | +0.8% | -15.6% | -15.5% |
| YTD | -12.6% | +1.0% | -13.6% | -14.0% |
| 1Y | -16.7% | +4.3% | -21.1% | -19.5% |
| 3Y | -10.5% | +9.9% | -20.5% | -17.3% |
| 5Y | -51.4% | -6.8% | -44.7% | -53.6% |
| 10Y | +20.0% | +614.7% | -594.6% | -50.2% |
| All | +209.1% | +2,756.4% | -2,547.3% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling