+17.6%
CCI vs DOC
-2.1%
+19.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | 0.0% | -1.0% |
| 7D | -0.4% | -1.5% | +1.1% | +0.3% |
| 30D | +2.7% | -4.8% | +7.5% | +5.0% |
| 3M | -18.2% | +6.9% | -25.1% | -21.0% |
| 6M | -14.8% | +20.7% | -35.5% | -23.2% |
| YTD | -12.6% | +34.1% | -46.7% | -25.4% |
| 1Y | -16.7% | +22.6% | -39.4% | -26.0% |
| 3Y | -10.5% | +20.8% | -31.3% | -21.0% |
| 5Y | -51.4% | -24.9% | -26.6% | -46.6% |
| All | +17.6% | -2.1% | +19.7% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling