-50.5%
CCI vs MCO
+26.6%
-77.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.1% |
| 7D | -4.4% | -7.3% | +2.9% | -1.5% |
| 30D | +0.3% | -1.7% | +2.0% | +1.0% |
| 3M | -20.0% | +3.9% | -23.9% | -21.4% |
| 6M | -14.5% | +3.8% | -18.3% | -16.3% |
| YTD | -14.9% | -7.9% | -7.0% | -12.9% |
| 1Y | -17.7% | -6.8% | -10.8% | -16.4% |
| 3Y | -12.4% | +40.9% | -53.3% | -30.0% |
| All | -50.5% | +26.6% | -77.1% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling