+69.3%
CCI vs MSI
+664.3%
-595.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +2.5% | +3.2% | -0.7% | +1.3% |
| 30D | +14.4% | +17.6% | -3.2% | +7.6% |
| 3M | +21.7% | +14.5% | +7.2% | +15.4% |
| 6M | +4.0% | +34.3% | -30.2% | -7.6% |
| YTD | +6.2% | +39.7% | -33.5% | -7.5% |
| 1Y | +5.4% | +40.2% | -34.8% | -8.4% |
| 3Y | +11.7% | +77.1% | -65.4% | -13.6% |
| 5Y | -35.6% | +124.0% | -159.7% | -55.6% |
| All | +69.3% | +664.3% | -595.1% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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