+572.1%
ON vs CCI
+20.8%
+551.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | -4.7% | -4.4% | -0.3% | -3.5% |
| 30D | -13.5% | +0.3% | -13.8% | -13.7% |
| 3M | -36.3% | -20.0% | -16.3% | -32.6% |
| 6M | +17.8% | -14.5% | +32.3% | +20.9% |
| YTD | +29.6% | -14.9% | +44.4% | +32.4% |
| 1Y | +45.8% | -17.7% | +63.5% | +50.4% |
| 3Y | -28.3% | -12.4% | -16.0% | -31.5% |
| 5Y | +49.6% | -50.1% | +99.8% | +84.2% |
| All | +572.1% | +20.8% | +551.4% | +532.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling