+19.6%
CCI vs MTB
+172.9%
-153.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.2% | -1.8% |
| 7D | -4.4% | -0.4% | -4.0% | -4.3% |
| 30D | +0.3% | -4.6% | +4.9% | +1.1% |
| 3M | -20.0% | +7.4% | -27.4% | -21.0% |
| 6M | -14.5% | +18.7% | -33.2% | -17.1% |
| YTD | -14.9% | +21.1% | -35.9% | -17.9% |
| 1Y | -17.7% | +24.1% | -41.7% | -21.0% |
| 3Y | -12.4% | +115.3% | -127.7% | -25.6% |
| 5Y | -50.1% | +106.0% | -156.2% | -57.8% |
| All | +19.6% | +172.9% | -153.3% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling