+4,227.8%
MU vs CCI
+1,081.5%
+3,146.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.1% | +6.5% |
| 7D | -12.0% | +0.9% | -13.0% | -12.5% |
| 30D | -28.7% | +10.3% | -39.0% | -31.1% |
| 3M | -16.4% | +17.9% | -34.3% | -21.2% |
| 6M | -1.8% | -0.5% | -1.3% | -4.6% |
| YTD | +157.1% | +2.7% | +154.4% | +144.6% |
| 1Y | +208.5% | +3.1% | +205.4% | +193.0% |
| 3Y | +906.2% | +8.0% | +898.2% | +807.4% |
| 5Y | +893.4% | -37.8% | +931.2% | +953.7% |
| 10Y | +4,271.9% | +56.5% | +4,215.3% | +3,281.4% |
| All | +4,227.8% | +1,081.5% | +3,146.3% | +1,710.1% |
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