+1,090.4%
CCI vs DAR
+759.5%
+330.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.6% | +1.9% |
| 7D | +3.2% | -3.8% | +7.0% | +3.5% |
| 30D | +12.2% | -14.4% | +26.6% | +13.4% |
| 3M | +23.1% | -17.9% | +41.1% | +24.8% |
| 6M | +1.3% | -18.3% | +19.6% | +2.5% |
| YTD | +4.5% | +43.2% | -38.8% | +1.3% |
| 1Y | +2.3% | +57.7% | -55.4% | -1.6% |
| 3Y | +9.8% | +22.7% | -12.9% | +6.4% |
| 5Y | -36.5% | -34.0% | -2.5% | -36.2% |
| 10Y | +64.7% | +279.5% | -214.8% | +43.7% |
| All | +1,090.4% | +759.5% | +330.9% | +1,056.2% |
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