+7.3%
CCI vs D
+23.9%
-16.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.4% | +2.0% | +4.4% |
| 7D | +5.0% | +8.5% | -3.5% | +1.3% |
| 30D | +36.4% | +14.3% | +22.1% | +28.5% |
| 3M | +20.4% | +1.8% | +18.6% | +19.4% |
| 6M | +4.9% | +13.0% | -8.1% | -0.7% |
| YTD | +7.8% | +22.7% | -15.0% | -0.4% |
| 1Y | +7.3% | +22.6% | -15.3% | -1.0% |
| All | +7.3% | +23.9% | -16.6% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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