+895.8%
CCI vs MTB
+880.2%
+15.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -0.4% | +1.7% | -2.1% | -1.0% |
| 30D | +2.7% | -4.2% | +6.9% | +4.1% |
| 3M | -18.2% | +8.9% | -27.1% | -20.6% |
| 6M | -14.8% | +10.9% | -25.7% | -17.8% |
| YTD | -12.6% | +21.5% | -34.1% | -18.5% |
| 1Y | -16.7% | +21.9% | -38.7% | -22.7% |
| 3Y | -10.5% | +109.2% | -119.8% | -33.1% |
| 5Y | -51.4% | +102.0% | -153.4% | -64.6% |
| 10Y | +20.0% | +171.9% | -151.9% | -31.7% |
| All | +895.8% | +880.2% | +15.6% | +167.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling