+155.5%
MO vs CCI
-35.6%
+191.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.3% | +0.7% |
| 7D | +3.3% | +2.5% | +0.8% | +2.8% |
| 30D | +7.5% | +14.4% | -6.9% | +4.8% |
| 3M | +22.8% | +21.7% | +1.1% | +18.0% |
| 6M | +13.4% | +4.0% | +9.3% | +12.1% |
| YTD | +43.0% | +6.2% | +36.8% | +40.4% |
| 1Y | +45.2% | +5.4% | +39.8% | +42.7% |
| 3Y | +145.5% | +11.7% | +133.8% | +138.1% |
| All | +155.5% | -35.6% | +191.1% | +172.8% |
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