+552.8%
MSTR vs CCI
+1,091.9%
-539.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.4% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -15.9% | +28.4% | -44.3% | -22.1% |
| 3M | +33.1% | +20.0% | +13.1% | +25.7% |
| 6M | -31.0% | +0.8% | -31.8% | -32.0% |
| YTD | -15.1% | +3.6% | -18.8% | -16.8% |
| 1Y | -45.6% | +6.1% | -51.7% | -47.1% |
| 3Y | +180.5% | +7.2% | +173.3% | +168.1% |
| 5Y | +61.7% | -37.0% | +98.6% | +81.5% |
| 10Y | +578.0% | +54.2% | +523.8% | +491.3% |
| All | +552.8% | +1,091.9% | -539.1% | +227.8% |
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 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