+22.4%
CCI vs MOH
+264.4%
-242.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.1% |
| 7D | -0.3% | +1.7% | -2.0% | -0.5% |
| 30D | +2.2% | -0.9% | +3.1% | +2.3% |
| 3M | -16.9% | +5.7% | -22.6% | -17.8% |
| 6M | -11.5% | +39.1% | -50.7% | -16.4% |
| YTD | -12.8% | +17.7% | -30.5% | -16.5% |
| 1Y | -17.1% | +8.4% | -25.5% | -20.0% |
| 3Y | -9.6% | -36.6% | +26.9% | -7.1% |
| 5Y | -48.9% | -19.1% | -29.9% | -50.6% |
| All | +22.4% | +264.4% | -242.0% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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