+1,094.9%
CCI vs DAR
+822.7%
+272.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.5% |
| 7D | -1.4% | +9.2% | -10.6% | -2.1% |
| 30D | +12.7% | -12.3% | +25.0% | +13.8% |
| 3M | +23.0% | -12.7% | +35.7% | +24.0% |
| 6M | +0.6% | -12.8% | +13.4% | +1.3% |
| YTD | +4.9% | +53.8% | -48.9% | +1.1% |
| 1Y | +0.7% | +60.3% | -59.6% | -3.3% |
| 3Y | +10.2% | +31.7% | -21.5% | +6.2% |
| 5Y | -36.4% | -27.7% | -8.7% | -36.5% |
| 10Y | +66.6% | +309.8% | -243.2% | +44.5% |
| All | +1,094.9% | +822.7% | +272.3% | +1,054.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling