-36.3%
CCI vs MTB
+61.4%
-97.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +2.5% | +1.5% | +1.0% | +2.2% |
| 30D | +14.4% | +2.3% | +12.1% | +13.9% |
| 3M | +21.7% | -12.1% | +33.8% | +24.6% |
| 6M | +4.0% | +9.8% | -5.8% | +2.2% |
| YTD | +6.2% | +12.0% | -5.8% | +3.6% |
| 1Y | +5.4% | +22.0% | -16.6% | +1.1% |
| 3Y | +11.7% | +107.6% | -95.9% | -8.6% |
| All | -36.3% | +61.4% | -97.7% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling