+568.4%
MA vs CCI
+59.7%
+508.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | -0.1% |
| 7D | +1.8% | +3.2% | -1.4% | +0.7% |
| 30D | +11.8% | +12.2% | -0.4% | +7.1% |
| 3M | +17.2% | +23.1% | -6.0% | +8.1% |
| 6M | +33.4% | +1.3% | +32.1% | +31.3% |
| YTD | +16.1% | +4.5% | +11.7% | +11.9% |
| 1Y | +19.9% | +2.3% | +17.6% | +16.4% |
| 3Y | +70.1% | +9.8% | +60.3% | +54.9% |
| 5Y | +89.6% | -36.5% | +126.2% | +119.3% |
| 10Y | +568.4% | +64.7% | +503.8% | +424.0% |
| All | +568.4% | +59.7% | +508.7% | +424.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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