+1,110.1%
CCI vs OMC
+512.2%
+598.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.7% |
| 7D | +2.5% | +1.9% | +0.7% | +1.7% |
| 30D | +14.4% | +12.2% | +2.2% | +9.1% |
| 3M | +21.7% | +0.6% | +21.1% | +20.9% |
| 6M | +4.0% | +21.0% | -17.0% | -4.5% |
| YTD | +6.2% | +12.4% | -6.1% | -1.0% |
| 1Y | +5.4% | +25.4% | -20.0% | -6.4% |
| 3Y | +11.7% | +29.2% | -17.5% | -5.1% |
| 5Y | -35.6% | +52.6% | -88.2% | -50.8% |
| 10Y | +68.7% | +53.6% | +15.1% | +16.7% |
| All | +1,110.1% | +512.2% | +598.0% | +240.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling