+1,090.4%
CCI vs MSI
+1,137.7%
-47.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +3.2% | +7.4% | -4.2% | +0.4% |
| 30D | +12.2% | +18.7% | -6.5% | +5.1% |
| 3M | +23.1% | +14.5% | +8.7% | +16.8% |
| 6M | +1.3% | +38.1% | -36.9% | -10.8% |
| YTD | +4.5% | +38.7% | -34.2% | -8.5% |
| 1Y | +2.3% | +35.4% | -33.1% | -9.7% |
| 3Y | +9.8% | +75.1% | -65.3% | -13.3% |
| 5Y | -36.5% | +126.4% | -162.9% | -55.0% |
| 10Y | +64.7% | +671.4% | -606.7% | -29.0% |
| All | +1,090.4% | +1,137.7% | -47.3% | +230.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling