+895.8%
CCI vs MSI
+995.6%
-99.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | -0.4% | -3.7% | +3.3% | +1.0% |
| 30D | +2.7% | +6.8% | -4.1% | 0.0% |
| 3M | -18.2% | +14.3% | -32.5% | -22.5% |
| 6M | -14.8% | -1.6% | -13.2% | -15.0% |
| YTD | -12.6% | +22.8% | -35.4% | -19.8% |
| 1Y | -16.7% | -1.1% | -15.6% | -17.3% |
| 3Y | -10.5% | +70.5% | -81.0% | -28.7% |
| 5Y | -51.4% | +102.8% | -154.2% | -64.1% |
| 10Y | +20.0% | +597.4% | -577.4% | -46.2% |
| All | +895.8% | +995.6% | -99.8% | +190.1% |
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 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