+22.4%
CCI vs OMC
+34.2%
-11.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.5% |
| 7D | -0.3% | -4.4% | +4.1% | +0.7% |
| 30D | +2.2% | -7.6% | +9.8% | +4.0% |
| 3M | -16.9% | +4.5% | -21.4% | -17.9% |
| 6M | -11.5% | -0.3% | -11.3% | -11.8% |
| YTD | -12.8% | -0.1% | -12.7% | -13.5% |
| 1Y | -17.1% | +4.6% | -21.7% | -18.8% |
| 3Y | -9.6% | +10.5% | -20.1% | -14.0% |
| 5Y | -48.9% | +31.7% | -80.7% | -54.3% |
| All | +22.4% | +34.2% | -11.8% | +1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling