+211.3%
MCD vs CCI
+51.6%
+159.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +2.0% |
| 7D | +5.9% | +0.9% | +5.0% | +5.7% |
| 30D | +19.6% | +10.3% | +9.4% | +16.0% |
| 3M | +3.3% | +17.9% | -14.6% | -2.4% |
| 6M | +3.5% | -0.5% | +4.0% | +2.7% |
| YTD | -6.1% | +2.7% | -8.8% | -8.3% |
| 1Y | -3.7% | +3.1% | -6.8% | -6.1% |
| 3Y | +13.4% | +8.0% | +5.4% | +6.6% |
| 5Y | +25.2% | -37.8% | +62.9% | +41.8% |
| 10Y | +211.3% | +56.5% | +154.7% | +171.8% |
| All | +211.3% | +51.6% | +159.6% | +171.8% |
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