+554.8%
MA vs CCI
+51.6%
+503.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +0.8% |
| 7D | -0.3% | +0.9% | -1.3% | -0.7% |
| 30D | +11.3% | +10.3% | +1.0% | +7.3% |
| 3M | +16.7% | +17.9% | -1.2% | +9.3% |
| 6M | +32.8% | -0.5% | +33.2% | +31.5% |
| YTD | +15.6% | +2.7% | +12.9% | +12.1% |
| 1Y | +19.6% | +3.1% | +16.4% | +15.6% |
| 3Y | +72.1% | +8.0% | +64.1% | +57.7% |
| 5Y | +96.0% | -37.8% | +133.8% | +128.3% |
| 10Y | +554.8% | +56.5% | +498.2% | +429.7% |
| All | +554.8% | +51.6% | +503.1% | +429.7% |
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