+5,900.1%
MU vs CCI
+905.5%
+4,994.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.9% | +7.9% | +6.7% |
| 7D | +9.0% | -0.4% | +9.4% | +9.1% |
| 30D | +13.8% | +2.7% | +11.1% | +12.8% |
| 3M | +2.1% | -18.2% | +20.3% | +6.6% |
| 6M | +153.8% | -14.8% | +168.6% | +159.8% |
| YTD | +256.4% | -12.6% | +269.0% | +259.0% |
| 1Y | +719.8% | -16.7% | +736.5% | +736.2% |
| 3Y | +1,360.4% | -10.5% | +1,370.9% | +1,301.7% |
| 5Y | +1,312.4% | -51.4% | +1,363.8% | +1,529.2% |
| 10Y | +6,142.6% | +20.0% | +6,122.5% | +5,177.2% |
| All | +5,900.1% | +905.5% | +4,994.6% | +2,556.8% |
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