+10.1%
CCI vs DOC
+43.2%
-33.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +2.4% | +6.2% | -3.8% | -0.1% |
| 30D | +33.2% | +6.5% | +26.7% | +29.8% |
| 3M | +25.0% | -6.2% | +31.2% | +28.0% |
| 6M | +4.8% | +25.6% | -20.8% | -5.8% |
| YTD | +6.4% | +32.1% | -25.7% | -7.0% |
| 1Y | +6.5% | +20.3% | -13.8% | -2.6% |
| All | +10.1% | +43.2% | -33.1% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling