-42.3%
MSTR vs CCI
+7.6%
-49.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.5% | -1.4% | +3.0% |
| 7D | -1.8% | +5.0% | -6.9% | -3.4% |
| 30D | -13.3% | +36.4% | -49.7% | -23.4% |
| 3M | +46.0% | +20.4% | +25.6% | +36.6% |
| 6M | -22.4% | +4.9% | -27.4% | -22.2% |
| YTD | -6.2% | +7.8% | -14.0% | -11.0% |
| 1Y | -42.3% | +7.3% | -49.6% | -45.0% |
| All | -42.3% | +7.6% | -49.9% | -45.0% |
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