-36.9%
CCI vs MOS
-32.4%
-4.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -0.1% | +21.6% | -21.7% | -2.3% |
| 30D | +28.4% | +12.0% | +16.4% | +26.4% |
| 3M | +20.0% | -3.9% | +23.9% | +20.0% |
| 6M | +0.8% | -3.3% | +4.1% | +0.4% |
| YTD | +3.6% | -4.6% | +8.3% | +2.7% |
| 1Y | +6.1% | -7.0% | +13.1% | +5.4% |
| 3Y | +7.2% | -24.4% | +31.6% | +7.4% |
| All | -36.9% | -32.4% | -4.6% | -37.9% |
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 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