-50.3%
CCI vs DD
+59.3%
-109.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.5% | -0.5% |
| 7D | -0.3% | -3.8% | +3.5% | +0.5% |
| 30D | +2.1% | -9.2% | +11.4% | +4.1% |
| 3M | -17.8% | -9.0% | -8.8% | -16.5% |
| 6M | -14.2% | -5.0% | -9.2% | -14.1% |
| YTD | -13.3% | +7.4% | -20.7% | -15.7% |
| 1Y | -16.6% | +35.1% | -51.7% | -23.4% |
| 3Y | -10.8% | +43.2% | -54.0% | -21.3% |
| 5Y | -50.3% | +59.6% | -110.0% | -58.6% |
| All | -50.3% | +59.3% | -109.7% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling