+4,277.4%
MU vs CCI
+59.7%
+4,217.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | -15.2% | +3.2% | -18.4% | -15.6% |
| 30D | -29.5% | +12.2% | -41.7% | -30.7% |
| 3M | -15.8% | +23.1% | -38.9% | -18.5% |
| 6M | -2.9% | +1.3% | -4.1% | -3.8% |
| YTD | +154.2% | +4.5% | +149.8% | +147.8% |
| 1Y | +186.6% | +2.3% | +184.3% | +180.8% |
| 3Y | +871.5% | +9.8% | +861.7% | +784.9% |
| 5Y | +911.7% | -36.5% | +948.2% | +1,034.3% |
| 10Y | +4,277.4% | +64.7% | +4,212.7% | +3,777.4% |
| All | +4,277.4% | +59.7% | +4,217.6% | +3,777.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling