-49.8%
CCI vs DG
-37.9%
-11.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.8% |
| 7D | +0.2% | -2.5% | +2.6% | +0.6% |
| 30D | +0.5% | +1.0% | -0.5% | +0.3% |
| 3M | -16.3% | +20.3% | -36.6% | -18.9% |
| 6M | -13.9% | -11.7% | -2.2% | -12.5% |
| YTD | -12.4% | -2.3% | -10.1% | -12.4% |
| 1Y | -15.2% | +20.0% | -35.2% | -18.3% |
| 3Y | -9.9% | +7.2% | -17.1% | -14.2% |
| All | -49.8% | -37.9% | -11.9% | -46.9% |
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