+87.7%
MET vs CCI
-36.7%
+124.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.4% |
| 7D | +1.8% | +3.2% | -1.4% | +1.1% |
| 30D | +4.8% | +12.2% | -7.4% | +2.3% |
| 3M | +6.2% | +23.1% | -16.9% | +1.3% |
| 6M | +33.8% | +1.3% | +32.6% | +33.1% |
| YTD | +33.3% | +4.5% | +28.8% | +31.1% |
| 1Y | +36.3% | +2.3% | +34.0% | +34.7% |
| 3Y | +84.6% | +9.8% | +74.8% | +74.1% |
| 5Y | +87.7% | -36.5% | +124.2% | +93.3% |
| All | +87.7% | -36.7% | +124.4% | +93.3% |
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 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