+56.5%
CCI vs MOS
+6.2%
+50.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.0% |
| 7D | +0.9% | +19.7% | -18.7% | -0.9% |
| 30D | +10.3% | +21.5% | -11.2% | +8.1% |
| 3M | +17.9% | -0.4% | +18.3% | +17.5% |
| 6M | -0.5% | +4.5% | -5.0% | -1.5% |
| YTD | +2.7% | -2.9% | +5.6% | +1.9% |
| 1Y | +3.1% | -7.7% | +10.9% | +2.8% |
| 3Y | +8.0% | -25.6% | +33.6% | +8.6% |
| 5Y | -37.8% | -31.2% | -6.6% | -37.9% |
| 10Y | +56.5% | +2.8% | +53.7% | +39.0% |
| All | +56.5% | +6.2% | +50.4% | +39.0% |
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