+97.5%
MO vs CCI
-51.2%
+148.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | +3.6% | +2.1% | +1.5% | +3.2% |
| 3M | -3.7% | -17.8% | +14.1% | -0.2% |
| 6M | +4.5% | -14.2% | +18.7% | +7.3% |
| YTD | +21.5% | -13.3% | +34.9% | +24.2% |
| 1Y | +9.5% | -16.6% | +26.1% | +12.8% |
| 3Y | +93.6% | -10.8% | +104.4% | +96.4% |
| 5Y | +97.5% | -50.3% | +147.8% | +125.5% |
| All | +97.5% | -51.2% | +148.7% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling