+46.0%
ON vs CCI
-16.2%
+62.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.5% |
| 7D | -1.9% | -0.3% | -1.6% | -2.0% |
| 30D | -11.0% | +2.1% | -13.2% | -10.3% |
| 3M | -39.3% | -17.8% | -21.5% | -41.2% |
| 6M | +19.8% | -14.2% | +34.0% | +16.5% |
| YTD | +31.1% | -13.3% | +44.4% | +27.4% |
| 1Y | +46.0% | -16.6% | +62.6% | +43.3% |
| All | +46.0% | -16.2% | +62.2% | +43.3% |
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 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