+5.7%
MSFT vs CCI
+1.8%
+3.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.4% |
| 7D | +2.3% | +3.2% | -0.9% | +1.9% |
| 30D | -0.4% | +12.2% | -12.5% | -1.7% |
| 3M | +5.6% | +23.1% | -17.6% | +2.9% |
| 6M | +29.0% | +1.3% | +27.7% | +27.7% |
| YTD | +10.9% | +4.5% | +6.5% | +9.5% |
| All | +5.7% | +1.8% | +3.9% | +6.5% |
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