+3,438.9%
MO vs CCI
+905.5%
+2,533.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | +0.6% | +2.7% | -2.1% | +0.4% |
| 3M | -1.0% | -18.2% | +17.2% | +0.6% |
| 6M | +4.3% | -14.8% | +19.1% | +5.6% |
| YTD | +23.3% | -12.6% | +35.9% | +24.3% |
| 1Y | +10.5% | -16.7% | +27.2% | +11.8% |
| 3Y | +96.3% | -10.5% | +106.8% | +97.0% |
| 5Y | +98.9% | -51.4% | +150.3% | +107.9% |
| 10Y | +103.6% | +20.0% | +83.6% | +100.5% |
| All | +3,438.9% | +905.5% | +2,533.4% | +2,989.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling