-50.1%
CCI vs OMC
+31.0%
-81.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.0% |
| 7D | -4.4% | -6.2% | +1.8% | -3.1% |
| 30D | +0.3% | -7.6% | +7.9% | +1.9% |
| 3M | -20.0% | +7.4% | -27.4% | -21.3% |
| 6M | -14.5% | +0.1% | -14.7% | -14.8% |
| YTD | -14.9% | +0.4% | -15.3% | -15.4% |
| 1Y | -17.7% | +7.8% | -25.4% | -19.7% |
| 3Y | -12.4% | +11.8% | -24.2% | -17.0% |
| 5Y | -50.1% | +32.5% | -82.6% | -56.5% |
| All | -50.1% | +31.0% | -81.1% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling