+238.7%
MET vs CCI
+22.9%
+215.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -1.4% | +2.1% | -3.5% | -2.1% |
| 3M | +12.5% | -17.8% | +30.4% | +19.5% |
| 6M | +37.1% | -14.2% | +51.3% | +43.0% |
| YTD | +23.8% | -13.3% | +37.1% | +28.2% |
| 1Y | +24.1% | -16.6% | +40.7% | +30.0% |
| 3Y | +65.2% | -10.8% | +76.0% | +63.9% |
| 5Y | +82.3% | -50.3% | +132.6% | +122.0% |
| All | +238.7% | +22.9% | +215.8% | +286.4% |
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