-34.0%
MU vs CCI
+30.5%
-64.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.6% | +7.7% | +5.2% |
| 7D | -22.0% | -0.1% | -21.9% | -21.6% |
| 30D | -36.6% | +28.4% | -65.0% | -37.5% |
| All | -34.0% | +30.5% | -64.5% | -35.0% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling