+1,094.9%
CCI vs DD
+608.9%
+486.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -1.4% | +6.7% | -8.1% | -3.5% |
| 30D | +12.7% | +19.4% | -6.7% | +6.2% |
| 3M | +23.0% | +7.6% | +15.4% | +19.5% |
| 6M | +0.6% | +2.9% | -2.3% | -1.4% |
| YTD | +4.9% | +29.9% | -25.0% | -5.4% |
| 1Y | +0.7% | +28.6% | -28.0% | -9.0% |
| 3Y | +10.2% | +90.0% | -79.8% | -15.3% |
| 5Y | -36.4% | +68.1% | -104.6% | -50.0% |
| 10Y | +66.6% | +98.7% | -32.1% | +11.7% |
| All | +1,094.9% | +608.9% | +486.0% | +302.7% |
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