+2,859.9%
MSFT vs CCI
+905.5%
+1,954.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.4% |
| 6M | +23.8% | -14.8% | +38.6% | +27.2% |
| YTD | +4.0% | -12.6% | +16.6% | +6.0% |
| 1Y | -0.8% | -16.7% | +15.9% | +2.0% |
| 3Y | +55.6% | -10.5% | +66.1% | +55.0% |
| 5Y | +72.9% | -51.4% | +124.3% | +94.1% |
| 10Y | +875.8% | +20.0% | +855.8% | +820.6% |
| All | +2,859.9% | +905.5% | +1,954.4% | +1,628.2% |
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