+22.6%
MCD vs CCI
-36.6%
+59.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -1.6% | -1.4% | -0.2% | -1.3% |
| 30D | +16.0% | +12.7% | +3.3% | +13.2% |
| 3M | 0.0% | +23.0% | -23.1% | -4.5% |
| 6M | +0.9% | +0.6% | +0.3% | +0.6% |
| YTD | -8.7% | +4.9% | -13.6% | -10.2% |
| 1Y | -8.6% | +0.7% | -9.2% | -9.2% |
| 3Y | +9.9% | +10.2% | -0.4% | +5.7% |
| 5Y | +22.6% | -36.4% | +59.1% | +35.1% |
| All | +22.6% | -36.6% | +59.2% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling