+47.6%
ON vs CCI
+7.6%
+40.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.5% | -8.3% | -0.1% |
| 7D | -5.8% | +5.0% | -10.9% | -4.5% |
| 30D | -17.1% | +36.4% | -53.5% | -9.1% |
| 3M | -11.8% | +20.4% | -32.2% | -7.4% |
| 6M | -30.2% | +4.9% | -35.1% | -27.8% |
| YTD | +31.6% | +7.8% | +23.8% | +36.7% |
| 1Y | +47.6% | +7.3% | +40.3% | +54.0% |
| All | +47.6% | +7.6% | +40.0% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling