+19.6%
CCI vs DD
+67.0%
-47.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.6% |
| 7D | -4.4% | -2.9% | -1.5% | -3.8% |
| 30D | +0.3% | -11.5% | +11.8% | +2.9% |
| 3M | -20.0% | -5.4% | -14.6% | -19.2% |
| 6M | -14.5% | -6.9% | -7.6% | -13.9% |
| YTD | -14.9% | +6.9% | -21.7% | -17.0% |
| 1Y | -17.7% | +35.6% | -53.3% | -24.3% |
| 3Y | -12.4% | +42.5% | -54.9% | -22.0% |
| 5Y | -50.1% | +58.5% | -108.6% | -57.4% |
| All | +19.6% | +67.0% | -47.4% | -15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling