+7.3%
CCI vs OMC
+24.5%
-17.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.2% | +1.2% | +5.6% |
| 7D | +5.0% | +12.5% | -7.5% | +3.1% |
| 30D | +36.4% | +16.3% | +20.1% | +33.0% |
| 3M | +20.4% | +8.1% | +12.3% | +18.9% |
| 6M | +4.9% | +17.2% | -12.3% | +2.1% |
| YTD | +7.8% | +11.8% | -4.0% | +6.6% |
| 1Y | +7.3% | +23.9% | -16.6% | +5.2% |
| All | +7.3% | +24.5% | -17.2% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling