-36.4%
CCI vs MOS
-32.9%
-3.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +1.2% |
| 7D | -1.4% | -2.6% | +1.2% | -1.1% |
| 30D | +12.7% | +13.5% | -0.7% | +11.0% |
| 3M | +23.0% | -2.9% | +25.9% | +22.9% |
| 6M | +0.6% | -1.0% | +1.6% | 0.0% |
| YTD | +4.9% | -7.2% | +12.1% | +4.3% |
| 1Y | +0.7% | -11.4% | +12.1% | +0.6% |
| 3Y | +10.2% | -29.0% | +39.2% | +11.3% |
| 5Y | -36.4% | -34.0% | -2.4% | -37.6% |
| All | -36.4% | -32.9% | -3.5% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling