+7.3%
CCI vs MTUM
+9.7%
-2.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.0% | +8.4% | +6.1% |
| 7D | +5.0% | -10.1% | +15.1% | +3.4% |
| 30D | +36.4% | -15.6% | +51.9% | +33.0% |
| 3M | +20.4% | -12.7% | +33.2% | +18.0% |
| 6M | +4.9% | -3.7% | +8.6% | +0.5% |
| YTD | +7.8% | +9.4% | -1.7% | -0.6% |
| 1Y | +7.3% | +10.2% | -2.9% | -1.4% |
| All | +7.3% | +9.7% | -2.4% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling