+209.9%
ON vs CCI
+242.4%
-32.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.8% | +1.6% |
| 7D | +2.4% | -0.4% | +2.8% | +2.6% |
| 30D | -3.3% | +2.7% | -6.0% | -4.3% |
| 3M | -43.6% | -18.2% | -25.4% | -40.4% |
| 6M | +19.0% | -14.8% | +33.7% | +22.9% |
| YTD | +37.4% | -12.6% | +50.0% | +39.7% |
| 1Y | +54.8% | -16.7% | +71.5% | +59.8% |
| 3Y | -25.2% | -10.5% | -14.7% | -27.3% |
| 5Y | +62.7% | -51.4% | +114.1% | +96.6% |
| 10Y | +574.3% | +20.0% | +554.3% | +473.8% |
| All | +209.9% | +242.4% | -32.4% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling