+18.7%
ON vs CCI
-37.5%
+56.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.9% | +10.0% | +9.3% |
| 7D | -1.4% | +0.9% | -2.3% | -1.5% |
| 30D | -10.9% | +10.3% | -21.1% | -11.9% |
| 3M | -14.9% | +17.9% | -32.7% | -16.6% |
| 6M | -33.0% | -0.5% | -32.6% | -33.0% |
| YTD | +27.6% | +2.7% | +24.9% | +26.1% |
| 1Y | +44.5% | +3.1% | +41.3% | +42.5% |
| 3Y | +7.4% | +8.0% | -0.6% | -2.4% |
| 5Y | +18.7% | -37.8% | +56.5% | +36.9% |
| All | +18.7% | -37.5% | +56.2% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling