+120.4%
MSTR vs CCI
-51.4%
+171.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.3% |
| 7D | +12.2% | -0.4% | +12.6% | +12.7% |
| 30D | +45.2% | +2.7% | +42.5% | +43.2% |
| 3M | +10.4% | -18.2% | +28.6% | +23.0% |
| 6M | -2.5% | -14.8% | +12.3% | +5.5% |
| YTD | -6.0% | -12.6% | +6.6% | +0.3% |
| 1Y | -56.4% | -16.7% | -39.7% | -52.3% |
| 3Y | +306.3% | -10.5% | +316.8% | +289.0% |
| All | +120.4% | -51.4% | +171.8% | +281.5% |
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