+122.0%
MS vs CCI
-36.6%
+158.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +3.7% | -1.4% | +5.1% | +4.0% |
| 30D | +2.0% | +12.7% | -10.8% | -0.5% |
| 3M | -12.6% | +23.0% | -35.6% | -16.4% |
| 6M | -0.3% | +0.6% | -0.9% | -0.7% |
| YTD | +9.0% | +4.9% | +4.1% | +6.8% |
| 1Y | +13.9% | +0.7% | +13.2% | +12.8% |
| 3Y | +173.6% | +10.2% | +163.4% | +153.4% |
| 5Y | +122.0% | -36.4% | +158.4% | +141.0% |
| All | +122.0% | -36.6% | +158.5% | +141.0% |
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