+19.9%
MA vs CCI
+5.8%
+14.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | +0.3% |
| 7D | +1.8% | +3.2% | -1.4% | +1.5% |
| 30D | +11.8% | +12.2% | -0.4% | +10.8% |
| 3M | +17.2% | +23.1% | -6.0% | +14.9% |
| 6M | +33.4% | +1.3% | +32.1% | +32.2% |
| YTD | +16.1% | +4.5% | +11.7% | +16.6% |
| 1Y | +19.9% | +2.3% | +17.6% | +21.0% |
| All | +19.9% | +5.8% | +14.1% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling