-18.8%
CCI vs MULL
+2,561.4%
-2,580.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +11.8% | -13.7% | -1.4% |
| 7D | -0.4% | +17.3% | -17.7% | +0.2% |
| 30D | +2.7% | +23.5% | -20.8% | +3.7% |
| 3M | -18.2% | -24.0% | +5.8% | -17.3% |
| 6M | -14.8% | +276.7% | -291.5% | -11.2% |
| YTD | -12.6% | +565.1% | -577.7% | -8.0% |
| 1Y | -16.7% | +2,802.6% | -2,819.3% | -10.2% |
| All | -18.8% | +2,561.4% | -2,580.2% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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