+7.3%
CCI vs DD
+49.3%
-42.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.8% | +8.2% | +6.4% |
| 7D | +5.0% | +8.7% | -3.6% | +5.0% |
| 30D | +36.4% | +15.3% | +21.1% | +36.2% |
| 3M | +20.4% | +5.9% | +14.5% | +20.5% |
| 6M | +4.9% | +11.6% | -6.7% | +3.9% |
| YTD | +7.8% | +26.5% | -18.8% | +4.5% |
| 1Y | +7.3% | +35.4% | -28.1% | +2.5% |
| All | +7.3% | +49.3% | -42.0% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling