-9.6%
CCI vs MTUM
+114.7%
-124.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.4% |
| 7D | -0.3% | +0.7% | -1.0% | -0.2% |
| 30D | +2.2% | -2.4% | +4.7% | +2.1% |
| 3M | -16.9% | -3.6% | -13.2% | -17.0% |
| 6M | -11.5% | +23.7% | -35.2% | -13.1% |
| YTD | -12.8% | +22.9% | -35.8% | -14.4% |
| 1Y | -17.1% | +21.8% | -38.8% | -18.6% |
| 3Y | -9.6% | +114.4% | -124.1% | -24.9% |
| All | -9.6% | +114.7% | -124.4% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling