+65.0%
MET vs CCI
-10.8%
+75.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -1.4% | +2.1% | -3.5% | -1.8% |
| 3M | +12.5% | -17.8% | +30.4% | +16.3% |
| 6M | +37.1% | -14.2% | +51.3% | +40.5% |
| YTD | +23.8% | -13.3% | +37.1% | +26.4% |
| 1Y | +24.1% | -16.6% | +40.7% | +27.4% |
| All | +65.0% | -10.8% | +75.8% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling