-49.3%
MSTR vs CCI
+5.8%
-55.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.2% |
| 7D | -10.7% | +3.2% | -13.9% | -11.6% |
| 30D | -21.6% | +12.2% | -33.7% | -24.7% |
| 3M | +24.4% | +23.1% | +1.2% | +15.2% |
| 6M | -35.5% | +1.3% | -36.7% | -34.2% |
| YTD | -20.3% | +4.5% | -24.8% | -24.0% |
| 1Y | -49.3% | +2.3% | -51.6% | -50.8% |
| All | -49.3% | +5.8% | -55.2% | -50.8% |
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