-36.4%
CCI vs DG
-34.0%
-2.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.1% |
| 7D | -1.4% | -2.5% | +1.1% | -1.0% |
| 30D | +12.7% | +7.7% | +5.0% | +11.1% |
| 3M | +23.0% | +13.1% | +9.9% | +20.1% |
| 6M | +0.6% | +32.0% | -31.4% | -4.4% |
| YTD | +4.9% | +3.3% | +1.5% | +3.7% |
| 1Y | +0.7% | +31.7% | -31.0% | -4.6% |
| 3Y | +10.2% | +21.7% | -11.5% | +2.4% |
| 5Y | -36.4% | -34.7% | -1.7% | -32.0% |
| All | -36.4% | -34.0% | -2.4% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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