+69.3%
CCI vs MOS
-3.5%
+72.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.2% |
| 7D | +2.5% | -2.0% | +4.5% | +2.7% |
| 30D | +14.4% | +15.3% | -0.9% | +12.7% |
| 3M | +21.7% | +1.5% | +20.2% | +21.1% |
| 6M | +4.0% | -2.0% | +6.0% | +3.6% |
| YTD | +6.2% | -6.5% | +12.7% | +5.7% |
| 1Y | +5.4% | -11.1% | +16.5% | +5.4% |
| 3Y | +11.7% | -30.3% | +42.0% | +13.1% |
| 5Y | -35.6% | -33.5% | -2.1% | -35.5% |
| All | +69.3% | -3.5% | +72.7% | +48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling