+22.4%
CCI vs MTUM
+357.8%
-335.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +1.9% |
| 7D | -0.3% | +0.7% | -1.0% | -0.6% |
| 30D | +2.2% | -2.4% | +4.7% | +3.1% |
| 3M | -16.9% | -3.6% | -13.2% | -16.8% |
| 6M | -11.5% | +23.7% | -35.2% | -22.0% |
| YTD | -12.8% | +22.9% | -35.8% | -23.2% |
| 1Y | -17.1% | +21.8% | -38.8% | -26.7% |
| 3Y | -9.6% | +114.4% | -124.1% | -44.0% |
| 5Y | -48.9% | +79.6% | -128.5% | -65.2% |
| All | +22.4% | +357.8% | -335.4% | -57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling