-31.4%
ON vs CCI
+0.5%
-31.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.1% | +5.6% |
| 7D | +3.3% | -3.4% | +6.7% | +1.7% |
| 30D | -3.1% | +9.9% | -13.1% | +1.8% |
| 3M | -9.2% | +22.7% | -31.9% | +0.2% |
| 6M | -31.4% | +0.8% | -32.2% | -37.8% |
| All | -31.4% | +0.5% | -31.8% | -37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling