+145.1%
MS vs CCI
-51.4%
+196.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.6% |
| 7D | +1.4% | -0.4% | +1.8% | +1.5% |
| 30D | -0.3% | +2.7% | -2.9% | -0.8% |
| 3M | +0.3% | -18.2% | +18.5% | +4.5% |
| 6M | +31.3% | -14.8% | +46.1% | +35.2% |
| YTD | +24.7% | -12.6% | +37.3% | +27.1% |
| 1Y | +47.9% | -16.7% | +64.7% | +52.6% |
| 3Y | +178.3% | -10.5% | +188.9% | +170.9% |
| All | +145.1% | -51.4% | +196.5% | +166.4% |
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