+887.3%
CCI vs MCO
+6,197.0%
-5,309.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.5% |
| 7D | -0.3% | -3.1% | +2.9% | +0.9% |
| 30D | +2.1% | -0.5% | +2.7% | +2.3% |
| 3M | -17.8% | +5.7% | -23.5% | -19.8% |
| 6M | -14.2% | +3.0% | -17.2% | -15.5% |
| YTD | -13.3% | -6.5% | -6.9% | -12.3% |
| 1Y | -16.6% | -5.8% | -10.9% | -16.0% |
| 3Y | -10.8% | +43.1% | -53.9% | -24.6% |
| 5Y | -50.3% | +29.5% | -79.8% | -56.9% |
| 10Y | +22.5% | +388.8% | -366.3% | -36.3% |
| All | +887.3% | +6,197.0% | -5,309.7% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling