+189.8%
MU vs CCI
+4.0%
+185.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.1% | +5.8% |
| 7D | -12.0% | +0.9% | -13.0% | -11.3% |
| 30D | -28.7% | +10.3% | -39.0% | -24.8% |
| 3M | -16.4% | +17.9% | -34.3% | -9.4% |
| 6M | -1.8% | -0.5% | -1.3% | -0.3% |
| YTD | +157.1% | +2.7% | +154.4% | +165.5% |
| All | +189.8% | +4.0% | +185.7% | +203.0% |
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 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