-50.3%
CCI vs MTB
+103.4%
-153.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -0.3% | +1.1% | -1.3% | -0.5% |
| 30D | +2.1% | -4.6% | +6.7% | +3.0% |
| 3M | -17.8% | +6.3% | -24.1% | -18.8% |
| 6M | -14.2% | +15.6% | -29.8% | -16.4% |
| YTD | -13.3% | +20.6% | -33.9% | -16.4% |
| 1Y | -16.6% | +22.5% | -39.1% | -19.9% |
| 3Y | -10.8% | +114.4% | -125.2% | -26.4% |
| 5Y | -50.3% | +101.9% | -152.2% | -56.7% |
| All | -50.3% | +103.4% | -153.7% | -56.7% |
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 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