-37.8%
CCI vs DAR
-37.0%
-0.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.5% | -1.4% |
| 7D | +0.9% | -2.8% | +3.7% | +1.2% |
| 30D | +10.3% | -12.8% | +23.1% | +12.0% |
| 3M | +17.9% | -11.6% | +29.5% | +19.2% |
| 6M | -0.5% | -16.8% | +16.3% | +1.3% |
| YTD | +2.7% | +45.9% | -43.2% | -3.5% |
| 1Y | +3.1% | +61.5% | -58.3% | -4.6% |
| 3Y | +8.0% | +23.0% | -15.0% | +1.5% |
| 5Y | -37.8% | -35.8% | -1.9% | -33.0% |
| All | -37.8% | -37.0% | -0.8% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 5y: compounded portfolio wealth divided by compounded DAR 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…
5y analysis · Full analysis span regression · 6 months rolling