+897.6%
CCI vs OMC
+458.7%
+438.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.9% |
| 7D | +0.2% | -5.8% | +5.9% | +2.5% |
| 30D | +0.5% | -4.8% | +5.3% | +2.4% |
| 3M | -16.3% | +9.2% | -25.5% | -19.6% |
| 6M | -13.9% | -2.5% | -11.5% | -13.7% |
| YTD | -12.4% | +2.6% | -15.0% | -15.1% |
| 1Y | -15.2% | +5.9% | -21.1% | -19.3% |
| 3Y | -9.9% | +14.2% | -24.1% | -19.2% |
| 5Y | -50.8% | +33.2% | -84.1% | -60.3% |
| 10Y | +18.3% | +33.4% | -15.1% | -12.7% |
| All | +897.6% | +458.7% | +438.9% | +191.8% |
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