-36.3%
CCI vs OMC
+52.4%
-88.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | +2.5% | +1.9% | +0.7% | +2.1% |
| 30D | +14.4% | +12.2% | +2.2% | +11.6% |
| 3M | +21.7% | +0.6% | +21.1% | +21.3% |
| 6M | +4.0% | +21.0% | -17.0% | -0.5% |
| YTD | +6.2% | +12.4% | -6.1% | +2.9% |
| 1Y | +5.4% | +25.4% | -20.0% | -0.6% |
| 3Y | +11.7% | +29.2% | -17.5% | +2.0% |
| All | -36.3% | +52.4% | -88.8% | -48.4% |
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