+316.6%
CCI vs DG
+614.5%
-298.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | +14.4% | +3.2% | +11.2% | +13.5% |
| 3M | +21.7% | +10.4% | +11.3% | +18.9% |
| 6M | +4.0% | +33.2% | -29.1% | -2.3% |
| YTD | +6.2% | +3.0% | +3.2% | +4.7% |
| 1Y | +5.4% | +31.2% | -25.8% | -1.4% |
| 3Y | +11.7% | +21.8% | -10.1% | +2.5% |
| 5Y | -35.6% | -35.0% | -0.7% | -33.3% |
| 10Y | +68.7% | +106.0% | -37.3% | +40.6% |
| All | +316.6% | +614.5% | -298.0% | +162.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling