+110.9%
MO vs CCI
+23.6%
+87.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.4% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +7.1% | +2.2% | +4.9% | +6.5% |
| 3M | -2.0% | -16.9% | +14.9% | +2.8% |
| 6M | +7.3% | -11.5% | +18.8% | +10.4% |
| YTD | +23.5% | -12.8% | +36.3% | +27.0% |
| 1Y | +11.0% | -17.1% | +28.1% | +15.7% |
| 3Y | +95.0% | -9.6% | +104.6% | +95.3% |
| 5Y | +100.6% | -48.9% | +149.6% | +134.7% |
| All | +110.9% | +23.6% | +87.2% | +82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling