-27.4%
ON vs CCI
-10.9%
-16.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.4% |
| 7D | -2.2% | +0.2% | -2.3% | -2.1% |
| 30D | -12.4% | +0.5% | -12.9% | -12.3% |
| 3M | -41.2% | -16.3% | -24.9% | -41.6% |
| 6M | +25.0% | -13.9% | +38.9% | +24.1% |
| YTD | +31.3% | -12.4% | +43.7% | +30.3% |
| 1Y | +45.4% | -15.2% | +60.6% | +44.4% |
| 3Y | -27.4% | -9.9% | -17.5% | -33.1% |
| All | -27.4% | -10.9% | -16.5% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling