+1,111.7%
CCI vs MOS
+49.9%
+1,061.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -2.0% |
| 7D | +2.4% | +22.5% | -20.1% | -2.1% |
| 30D | +33.2% | +6.6% | +26.6% | +30.8% |
| 3M | +25.0% | -3.8% | +28.8% | +25.1% |
| 6M | +4.8% | -2.2% | +7.0% | +3.8% |
| YTD | +6.4% | -4.8% | +11.1% | +4.9% |
| 1Y | +6.5% | -11.7% | +18.2% | +6.5% |
| 3Y | +8.6% | -26.5% | +35.1% | +10.1% |
| 5Y | -35.3% | -32.2% | -3.1% | -36.5% |
| 10Y | +58.2% | +10.2% | +48.1% | +19.3% |
| All | +1,111.7% | +49.9% | +1,061.8% | +413.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling