-41.1%
MP vs CCI
+1.8%
-42.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -3.2% |
| 7D | -3.6% | +3.2% | -6.8% | -3.1% |
| 30D | -21.0% | +12.2% | -33.2% | -19.6% |
| 3M | -33.3% | +23.1% | -56.4% | -31.4% |
| 6M | -45.9% | +1.3% | -47.2% | -45.0% |
| YTD | -27.8% | +4.5% | -32.3% | -26.9% |
| All | -41.1% | +1.8% | -42.9% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling