+73.4%
MSFT vs CCI
-50.3%
+123.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -1.7% |
| 7D | -2.7% | -0.4% | -2.3% | -2.6% |
| 30D | +2.7% | +2.7% | 0.0% | +2.2% |
| 3M | +17.0% | -18.2% | +35.2% | +21.6% |
| 6M | +23.8% | -14.8% | +38.6% | +27.3% |
| YTD | +4.0% | -12.6% | +16.6% | +6.0% |
| 1Y | -0.8% | -16.7% | +15.9% | +2.1% |
| 3Y | +55.6% | -10.5% | +66.1% | +51.0% |
| All | +73.4% | -50.3% | +123.7% | +128.5% |
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 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