+178.1%
MCD vs CCI
+18.0%
+160.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.3% | -0.9% |
| 7D | -2.8% | -0.4% | -2.4% | -2.7% |
| 30D | -6.0% | +2.7% | -8.7% | -6.8% |
| 3M | -5.6% | -18.2% | +12.6% | +0.3% |
| 6M | -21.9% | -14.8% | -7.1% | -18.4% |
| YTD | -14.7% | -12.6% | -2.1% | -12.0% |
| 1Y | -17.3% | -16.7% | -0.5% | -13.4% |
| 3Y | -2.2% | -10.5% | +8.4% | -2.1% |
| 5Y | +20.3% | -51.4% | +71.7% | +48.9% |
| All | +178.1% | +18.0% | +160.1% | +159.1% |
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