-50.3%
CCI vs MSI
+97.7%
-148.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.8% |
| 7D | -0.3% | -4.0% | +3.7% | +1.2% |
| 30D | +2.1% | -0.5% | +2.6% | +2.2% |
| 3M | -17.8% | +11.4% | -29.2% | -21.3% |
| 6M | -14.2% | +1.0% | -15.2% | -15.0% |
| YTD | -13.3% | +20.7% | -34.0% | -20.0% |
| 1Y | -16.6% | -2.7% | -13.9% | -16.5% |
| 3Y | -10.8% | +68.2% | -79.0% | -31.7% |
| 5Y | -50.3% | +100.0% | -150.3% | -65.8% |
| All | -50.3% | +97.7% | -148.1% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling