+895.8%
CCI vs MOS
+72.1%
+823.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.1% |
| 7D | -0.4% | +9.5% | -9.9% | -2.4% |
| 30D | +2.7% | +10.4% | -7.7% | +0.4% |
| 3M | -18.2% | +12.9% | -31.1% | -20.8% |
| 6M | -14.8% | +1.2% | -16.0% | -16.4% |
| YTD | -12.6% | +9.3% | -21.9% | -15.9% |
| 1Y | -16.7% | -18.0% | +1.2% | -15.2% |
| 3Y | -10.5% | -29.0% | +18.5% | -8.2% |
| 5Y | -51.4% | -9.6% | -41.8% | -55.3% |
| 10Y | +20.0% | +6.1% | +14.0% | -7.6% |
| All | +895.8% | +72.1% | +823.7% | +312.2% |
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