+822.1%
MS vs CCI
+1,123.5%
-301.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.6% | -5.5% |
| 7D | -3.4% | +2.4% | -5.8% | -4.2% |
| 30D | -3.9% | +33.2% | -37.1% | -13.5% |
| 3M | -15.9% | +25.0% | -40.9% | -22.7% |
| 6M | -2.5% | +4.8% | -7.2% | -5.6% |
| YTD | +5.1% | +6.4% | -1.3% | +0.3% |
| 1Y | +13.0% | +6.5% | +6.5% | +7.7% |
| 3Y | +160.7% | +8.6% | +152.0% | +140.9% |
| 5Y | +114.0% | -35.3% | +149.3% | +133.1% |
| 10Y | +637.5% | +58.2% | +579.2% | +476.3% |
| All | +822.1% | +1,123.5% | -301.4% | +280.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling