-2.2%
MA vs CCI
-16.2%
+14.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -3.5% | -0.3% | -3.2% | -3.5% |
| 30D | +0.8% | +2.1% | -1.4% | +0.6% |
| 3M | +14.8% | -17.8% | +32.6% | +16.7% |
| 6M | +10.0% | -14.2% | +24.2% | +11.4% |
| YTD | -0.1% | -13.3% | +13.2% | +1.8% |
| 1Y | -2.2% | -16.6% | +14.4% | +0.2% |
| All | -2.2% | -16.2% | +14.0% | +0.2% |
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