+521.9%
MSTR vs CCI
+63.9%
+458.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -14.2% | -3.4% | -10.8% | -12.8% |
| 30D | -19.9% | +9.9% | -29.8% | -23.6% |
| 3M | +27.3% | +22.7% | +4.6% | +14.8% |
| 6M | -37.6% | +0.8% | -38.4% | -38.9% |
| YTD | -19.5% | +4.1% | -23.6% | -22.4% |
| 1Y | -47.1% | -0.6% | -46.5% | -47.9% |
| 3Y | +140.3% | +9.4% | +130.8% | +116.4% |
| 5Y | +49.5% | -36.8% | +86.3% | +81.1% |
| 10Y | +521.9% | +65.4% | +456.4% | +444.1% |
| All | +521.9% | +63.9% | +458.0% | +444.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling