+194.4%
MET vs CCI
+67.9%
+126.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.4% |
| 7D | +4.5% | +2.5% | +1.9% | +3.6% |
| 30D | +3.5% | +14.4% | -10.9% | -1.1% |
| 3M | +5.9% | +21.7% | -15.7% | -1.3% |
| 6M | +33.1% | +4.0% | +29.0% | +30.1% |
| YTD | +33.6% | +6.2% | +27.4% | +28.8% |
| 1Y | +32.7% | +5.4% | +27.3% | +28.2% |
| 3Y | +85.0% | +11.7% | +73.3% | +69.4% |
| 5Y | +85.6% | -35.6% | +121.2% | +107.2% |
| All | +194.4% | +67.9% | +126.5% | +201.0% |
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