+556.1%
ON vs CCI
+63.9%
+492.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.1% | +5.8% |
| 7D | +3.3% | -3.4% | +6.7% | +4.3% |
| 30D | -3.1% | +9.9% | -13.1% | -5.9% |
| 3M | -9.2% | +22.7% | -31.9% | -14.9% |
| 6M | -31.4% | +0.8% | -32.2% | -32.7% |
| YTD | +36.0% | +4.1% | +31.8% | +30.6% |
| 1Y | +52.0% | -0.6% | +52.6% | +48.5% |
| 3Y | +9.3% | +9.4% | -0.2% | -2.7% |
| 5Y | +26.5% | -36.8% | +63.3% | +44.4% |
| 10Y | +556.1% | +65.4% | +490.7% | +440.4% |
| All | +556.1% | +63.9% | +492.3% | +440.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling