-11.7%
CCI vs MCO
+40.3%
-52.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | -4.4% | -7.3% | +2.9% | -2.4% |
| 30D | +0.3% | -1.7% | +2.0% | +0.8% |
| 3M | -20.0% | +3.9% | -23.9% | -20.9% |
| 6M | -14.5% | +3.8% | -18.3% | -15.7% |
| YTD | -14.9% | -7.9% | -7.0% | -13.1% |
| 1Y | -17.7% | -6.8% | -10.8% | -16.4% |
| All | -11.7% | +40.3% | -52.1% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling