+82.3%
MET vs CCI
-51.2%
+133.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.9% |
| 3M | +12.5% | -17.8% | +30.4% | +17.3% |
| 6M | +37.1% | -14.2% | +51.3% | +41.2% |
| YTD | +23.8% | -13.3% | +37.1% | +26.9% |
| 1Y | +24.1% | -16.6% | +40.7% | +28.2% |
| 3Y | +65.2% | -10.8% | +76.0% | +63.4% |
| 5Y | +82.3% | -50.3% | +132.6% | +94.0% |
| All | +82.3% | -51.2% | +133.5% | +94.0% |
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 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