+64.1%
MSFT vs CCI
-37.1%
+101.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.5% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | +0.2% | +28.4% | -28.2% | -4.9% |
| 3M | +6.4% | +20.0% | -13.6% | +2.3% |
| 6M | +28.7% | +0.8% | +27.9% | +27.9% |
| YTD | +10.4% | +3.6% | +6.8% | +8.6% |
| 1Y | +7.6% | +6.1% | +1.5% | +5.2% |
| 3Y | +52.3% | +7.2% | +45.1% | +42.0% |
| All | +64.1% | -37.1% | +101.2% | +93.3% |
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