+265.1%
MU vs CCI
+7.6%
+257.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.5% | -13.5% | -3.7% |
| 7D | -19.1% | +5.0% | -24.2% | -16.8% |
| 30D | -25.2% | +36.4% | -61.6% | -11.5% |
| 3M | -10.9% | +20.4% | -31.3% | -3.1% |
| 6M | +38.0% | +4.9% | +33.1% | +43.9% |
| YTD | +178.8% | +7.8% | +171.1% | +195.9% |
| 1Y | +265.1% | +7.3% | +257.8% | +289.6% |
| All | +265.1% | +7.6% | +257.6% | +289.6% |
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