+1,110.1%
CCI vs MTB
+803.7%
+306.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +2.5% | +1.5% | +1.0% | +2.0% |
| 30D | +14.4% | +2.3% | +12.1% | +13.5% |
| 3M | +21.7% | -12.1% | +33.8% | +26.8% |
| 6M | +4.0% | +9.8% | -5.8% | +0.6% |
| YTD | +6.2% | +12.0% | -5.8% | +1.6% |
| 1Y | +5.4% | +22.0% | -16.6% | -2.1% |
| 3Y | +11.7% | +107.6% | -95.9% | -16.2% |
| 5Y | -35.6% | +61.9% | -97.5% | -49.2% |
| 10Y | +68.7% | +116.3% | -47.6% | +5.3% |
| All | +1,110.1% | +803.7% | +306.4% | +233.5% |
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