+1,110.1%
CCI vs DD
+604.7%
+505.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +2.5% | +5.0% | -2.4% | +0.9% |
| 30D | +14.4% | +19.7% | -5.3% | +7.7% |
| 3M | +21.7% | +7.2% | +14.5% | +18.4% |
| 6M | +4.0% | +1.0% | +3.0% | +2.6% |
| YTD | +6.2% | +29.1% | -22.9% | -4.0% |
| 1Y | +5.4% | +28.5% | -23.1% | -4.7% |
| 3Y | +11.7% | +89.4% | -77.7% | -14.0% |
| 5Y | -35.6% | +67.1% | -102.8% | -49.3% |
| 10Y | +68.7% | +97.5% | -28.8% | +13.3% |
| All | +1,110.1% | +604.7% | +505.4% | +308.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling