-9.9%
CCI vs MSFU
+29.4%
-39.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.2% |
| 7D | +0.2% | -3.2% | +3.3% | +0.2% |
| 30D | +0.5% | -3.1% | +3.6% | +0.5% |
| 3M | -16.3% | +35.3% | -51.5% | -16.6% |
| 6M | -13.9% | +31.6% | -45.5% | -14.4% |
| YTD | -12.4% | -9.5% | -2.9% | -13.4% |
| 1Y | -15.2% | -18.4% | +3.2% | -16.3% |
| 3Y | -9.9% | +26.9% | -36.8% | -14.1% |
| All | -9.9% | +29.4% | -39.2% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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