+22.4%
CCI vs MCO
+393.6%
-371.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +1.7% |
| 7D | -0.3% | -3.8% | +3.5% | +1.4% |
| 30D | +2.2% | -0.4% | +2.6% | +2.4% |
| 3M | -16.9% | +7.7% | -24.6% | -19.8% |
| 6M | -11.5% | +7.0% | -18.5% | -14.6% |
| YTD | -12.8% | -6.4% | -6.4% | -11.5% |
| 1Y | -17.1% | -7.6% | -9.4% | -15.6% |
| 3Y | -9.6% | +43.2% | -52.9% | -26.9% |
| 5Y | -48.9% | +29.6% | -78.5% | -57.8% |
| All | +22.4% | +393.6% | -371.2% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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