+885.0%
MSFT vs CCI
+17.8%
+867.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.1% |
| 7D | -1.0% | -0.3% | -0.8% | -0.9% |
| 30D | -2.7% | +2.1% | -4.8% | -3.4% |
| 3M | +22.1% | -17.8% | +39.9% | +30.2% |
| 6M | +20.6% | -14.2% | +34.8% | +26.0% |
| YTD | +2.3% | -13.3% | +15.7% | +5.9% |
| 1Y | -0.5% | -16.6% | +16.1% | +4.2% |
| 3Y | +50.5% | -10.8% | +61.3% | +46.1% |
| 5Y | +72.3% | -50.3% | +122.7% | +119.7% |
| 10Y | +885.0% | +22.5% | +862.5% | +772.8% |
| All | +885.0% | +17.8% | +867.2% | +772.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling