+1,404.3%
MCD vs CCI
+905.5%
+498.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.3% | -1.3% |
| 7D | -2.8% | -0.4% | -2.4% | -2.8% |
| 30D | -6.0% | +2.7% | -8.7% | -6.3% |
| 3M | -5.6% | -18.2% | +12.6% | -3.7% |
| 6M | -21.9% | -14.8% | -7.1% | -20.7% |
| YTD | -14.7% | -12.6% | -2.1% | -13.8% |
| 1Y | -17.3% | -16.7% | -0.5% | -16.0% |
| 3Y | -2.2% | -10.5% | +8.4% | -1.7% |
| 5Y | +20.3% | -51.4% | +71.7% | +27.6% |
| 10Y | +180.7% | +20.0% | +160.7% | +175.5% |
| All | +1,404.3% | +905.5% | +498.9% | +1,141.2% |
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 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