+505.6%
MA vs CCI
+17.2%
+488.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -1.8% | +0.2% | -1.9% | -1.8% |
| 30D | +1.4% | +0.5% | +0.9% | +1.2% |
| 3M | +17.7% | -16.3% | +34.0% | +24.9% |
| 6M | +9.7% | -13.9% | +23.6% | +14.7% |
| YTD | +0.5% | -12.4% | +12.9% | +3.7% |
| 1Y | -2.1% | -15.2% | +13.1% | +2.1% |
| 3Y | +40.1% | -9.9% | +50.0% | +37.5% |
| 5Y | +67.5% | -50.8% | +118.4% | +114.6% |
| 10Y | +505.6% | +18.3% | +487.3% | +451.3% |
| All | +505.6% | +17.2% | +488.4% | +451.3% |
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