-9.9%
CCI vs MSI
+69.3%
-79.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +0.2% | -5.8% | +5.9% | +1.7% |
| 30D | +0.5% | -1.0% | +1.5% | +0.7% |
| 3M | -16.3% | +14.2% | -30.4% | -19.3% |
| 6M | -13.9% | +1.0% | -15.0% | -14.4% |
| YTD | -12.4% | +21.5% | -33.9% | -17.2% |
| 1Y | -15.2% | -2.1% | -13.1% | -15.3% |
| 3Y | -9.9% | +69.3% | -79.2% | -28.1% |
| All | -9.9% | +69.3% | -79.1% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling