+66.0%
CCI vs MOS
-1.0%
+67.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +1.6% |
| 7D | +3.2% | +24.8% | -21.6% | +0.9% |
| 30D | +12.2% | +22.7% | -10.5% | +9.8% |
| 3M | +23.1% | -1.2% | +24.4% | +22.9% |
| 6M | +1.3% | +5.5% | -4.3% | +0.1% |
| YTD | +4.5% | -2.0% | +6.4% | +3.5% |
| 1Y | +2.3% | -7.9% | +10.2% | +2.0% |
| 3Y | +9.8% | -25.0% | +34.8% | +10.4% |
| 5Y | -36.5% | -27.7% | -8.8% | -36.9% |
| All | +66.0% | -1.0% | +67.0% | +45.8% |
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