+1,080.4%
CCI vs D
+985.6%
+94.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.8% |
| 7D | -0.1% | +3.0% | -3.1% | -1.5% |
| 30D | +28.4% | +11.5% | +16.9% | +21.5% |
| 3M | +20.0% | +3.7% | +16.2% | +17.7% |
| 6M | +0.8% | +13.5% | -12.8% | -5.8% |
| YTD | +3.6% | +20.7% | -17.1% | -6.1% |
| 1Y | +6.1% | +18.2% | -12.1% | -3.0% |
| 3Y | +7.2% | +73.3% | -66.1% | -19.7% |
| 5Y | -37.0% | +12.3% | -49.2% | -41.8% |
| 10Y | +54.2% | +43.4% | +10.8% | +24.9% |
| All | +1,080.4% | +985.6% | +94.9% | +534.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling