+76.3%
MMM vs CCI
+67.9%
+8.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.3% |
| 7D | -0.4% | +2.5% | -2.9% | -1.1% |
| 30D | +12.1% | +14.4% | -2.3% | +7.9% |
| 3M | +1.4% | +21.7% | -20.3% | -4.5% |
| 6M | +26.6% | +4.0% | +22.6% | +24.1% |
| YTD | +16.8% | +6.2% | +10.6% | +13.2% |
| 1Y | +10.1% | +5.4% | +4.7% | +6.9% |
| 3Y | +158.4% | +11.7% | +146.7% | +140.7% |
| 5Y | +43.1% | -35.6% | +78.7% | +58.0% |
| All | +76.3% | +67.9% | +8.4% | +55.6% |
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