+64.5%
CCI vs MTUM
+595.4%
-530.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -0.9% |
| 7D | -4.4% | +1.2% | -5.6% | -4.9% |
| 30D | +0.3% | -1.7% | +2.0% | +0.9% |
| 3M | -20.0% | -0.5% | -19.5% | -21.3% |
| 6M | -14.5% | +22.3% | -36.9% | -24.8% |
| YTD | -14.9% | +21.4% | -36.2% | -25.0% |
| 1Y | -17.7% | +20.0% | -37.7% | -27.2% |
| 3Y | -12.4% | +113.0% | -125.3% | -46.4% |
| 5Y | -50.1% | +77.3% | -127.4% | -66.3% |
| 10Y | +20.4% | +350.5% | -330.1% | -57.2% |
| All | +64.5% | +595.4% | -530.9% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling