+895.8%
CCI vs D
+941.9%
-46.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.6% |
| 7D | -0.4% | +1.5% | -1.9% | -1.1% |
| 30D | +2.7% | -2.6% | +5.3% | +4.0% |
| 3M | -18.2% | 0.0% | -18.2% | -18.3% |
| 6M | -14.8% | +7.4% | -22.1% | -18.0% |
| YTD | -12.6% | +15.9% | -28.5% | -19.1% |
| 1Y | -16.7% | +18.1% | -34.9% | -23.9% |
| 3Y | -10.5% | +58.4% | -68.9% | -30.1% |
| 5Y | -51.4% | +5.2% | -56.6% | -53.6% |
| 10Y | +20.0% | +35.9% | -15.8% | 0.0% |
| All | +895.8% | +941.9% | -46.1% | +446.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling