+11.7%
CCI vs D
+73.4%
-61.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.1% |
| 7D | +2.5% | -1.4% | +3.9% | +3.3% |
| 30D | +14.4% | +7.7% | +6.7% | +9.8% |
| 3M | +21.7% | -0.3% | +22.0% | +21.8% |
| 6M | +4.0% | +10.1% | -6.0% | -1.6% |
| YTD | +6.2% | +19.1% | -12.9% | -4.0% |
| 1Y | +5.4% | +15.9% | -10.5% | -3.5% |
| 3Y | +11.7% | +75.0% | -63.3% | -17.8% |
| All | +11.7% | +73.4% | -61.6% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling