+1,080.4%
CCI vs MOS
+50.1%
+1,030.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -0.1% | +21.6% | -21.7% | -4.3% |
| 30D | +28.4% | +12.0% | +16.4% | +24.8% |
| 3M | +20.0% | -3.9% | +23.9% | +20.1% |
| 6M | +0.8% | -3.3% | +4.1% | +0.1% |
| YTD | +3.6% | -4.6% | +8.3% | +2.1% |
| 1Y | +6.1% | -7.0% | +13.1% | +4.9% |
| 3Y | +7.2% | -24.4% | +31.6% | +7.9% |
| 5Y | -37.0% | -32.1% | -4.9% | -38.2% |
| 10Y | +54.2% | +10.3% | +43.8% | +16.2% |
| All | +1,080.4% | +50.1% | +1,030.3% | +400.3% |
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