+13,824.2%
MA vs CCI
+296.1%
+13,528.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.3% |
| 7D | -2.7% | -0.4% | -2.3% | -2.6% |
| 30D | +1.5% | +2.7% | -1.2% | +0.2% |
| 3M | +20.4% | -18.2% | +38.6% | +30.9% |
| 6M | +11.1% | -14.8% | +25.9% | +17.9% |
| YTD | +2.0% | -12.6% | +14.6% | +5.9% |
| 1Y | -2.2% | -16.7% | +14.6% | +3.7% |
| 3Y | +41.9% | -10.5% | +52.4% | +39.6% |
| 5Y | +75.4% | -51.4% | +126.8% | +128.9% |
| 10Y | +527.5% | +20.0% | +507.5% | +395.7% |
| All | +13,824.2% | +296.1% | +13,528.1% | +5,624.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling