+513.0%
MSTR vs CCI
+1,102.0%
-589.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.1% |
| 7D | -10.7% | +3.2% | -13.9% | -11.5% |
| 30D | -21.6% | +12.2% | -33.7% | -24.3% |
| 3M | +24.4% | +23.1% | +1.2% | +16.6% |
| 6M | -35.5% | +1.3% | -36.7% | -36.5% |
| YTD | -20.3% | +4.5% | -24.8% | -22.1% |
| 1Y | -49.3% | +2.3% | -51.6% | -50.2% |
| 3Y | +137.8% | +9.8% | +128.0% | +125.7% |
| 5Y | +48.3% | -36.5% | +84.8% | +66.1% |
| 10Y | +526.8% | +64.7% | +462.1% | +437.7% |
| All | +513.0% | +1,102.0% | -589.0% | +207.0% |
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 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