+895.8%
CCI vs DD
+503.0%
+392.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -2.0% |
| 7D | -0.4% | -3.5% | +3.1% | +0.7% |
| 30D | +2.7% | -10.3% | +13.0% | +6.2% |
| 3M | -18.2% | -7.5% | -10.7% | -16.5% |
| 6M | -14.8% | -8.0% | -6.8% | -13.5% |
| YTD | -12.6% | +10.5% | -23.1% | -16.6% |
| 1Y | -16.7% | +38.3% | -55.0% | -26.6% |
| 3Y | -10.5% | +42.5% | -53.0% | -24.2% |
| 5Y | -51.4% | +60.2% | -111.6% | -61.3% |
| 10Y | +20.0% | +68.9% | -48.8% | -14.9% |
| All | +895.8% | +503.0% | +392.8% | +255.0% |
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 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