+7.3%
CCI vs MOS
-16.2%
+23.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +17.4% | -10.9% | +5.3% |
| 7D | +5.0% | +17.9% | -12.9% | +3.9% |
| 30D | +36.4% | +1.6% | +34.8% | +35.3% |
| 3M | +20.4% | -4.0% | +24.4% | +19.7% |
| 6M | +4.9% | -4.1% | +9.0% | +4.3% |
| YTD | +7.8% | -7.8% | +15.6% | +5.2% |
| 1Y | +7.3% | -15.6% | +22.9% | +6.9% |
| All | +7.3% | -16.2% | +23.5% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling