+1,080.4%
CCI vs MSI
+1,107.5%
-27.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -0.1% | +4.7% | -4.8% | -1.8% |
| 30D | +28.4% | +14.8% | +13.6% | +21.9% |
| 3M | +20.0% | +8.8% | +11.2% | +16.0% |
| 6M | +0.8% | +19.3% | -18.5% | -6.5% |
| YTD | +3.6% | +35.3% | -31.7% | -8.4% |
| 1Y | +6.1% | +33.8% | -27.7% | -5.9% |
| 3Y | +7.2% | +74.4% | -67.2% | -15.3% |
| 5Y | -37.0% | +120.5% | -157.5% | -54.9% |
| 10Y | +54.2% | +685.2% | -631.0% | -34.0% |
| All | +1,080.4% | +1,107.5% | -27.1% | +231.3% |
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