+29.4%
MMM vs CCI
-51.4%
+80.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | -3.3% | -0.4% | -2.9% | -3.2% |
| 30D | -7.0% | +2.7% | -9.7% | -7.8% |
| 3M | +10.8% | -18.2% | +29.0% | +16.8% |
| 6M | +5.8% | -14.8% | +20.6% | +9.9% |
| YTD | +6.8% | -12.6% | +19.4% | +9.7% |
| 1Y | +10.4% | -16.7% | +27.1% | +15.0% |
| 3Y | +104.7% | -10.5% | +115.2% | +102.2% |
| All | +29.4% | -51.4% | +80.8% | +54.5% |
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