+3,402.4%
MO vs CCI
+907.3%
+2,495.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | -0.3% | +0.5% | -0.8% | -0.3% |
| 3M | -2.9% | -16.3% | +13.3% | -1.6% |
| 6M | +5.8% | -13.9% | +19.7% | +6.9% |
| YTD | +22.0% | -12.4% | +34.4% | +23.0% |
| 1Y | +10.7% | -15.2% | +25.9% | +11.9% |
| 3Y | +94.4% | -9.9% | +104.2% | +95.0% |
| 5Y | +97.2% | -50.8% | +148.0% | +106.0% |
| 10Y | +103.0% | +18.3% | +84.7% | +100.0% |
| All | +3,402.4% | +907.3% | +2,495.1% | +2,957.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CCI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling