+1,209.8%
MET vs CCI
+287.9%
+921.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -1.1% |
| 7D | +1.2% | -0.4% | +1.6% | +1.3% |
| 30D | +1.4% | +2.7% | -1.3% | +0.7% |
| 3M | +17.7% | -18.2% | +35.9% | +23.9% |
| 6M | +35.0% | -14.8% | +49.8% | +40.1% |
| YTD | +26.3% | -12.6% | +38.9% | +29.8% |
| 1Y | +22.8% | -16.7% | +39.6% | +27.8% |
| 3Y | +65.9% | -10.5% | +76.5% | +66.3% |
| 5Y | +85.4% | -51.4% | +136.8% | +116.5% |
| 10Y | +253.7% | +20.0% | +233.7% | +219.8% |
| All | +1,209.8% | +287.9% | +921.9% | +684.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling