-34.4%
CCI vs DOC
-21.9%
-12.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.1% | +3.3% | +4.8% |
| 7D | +5.0% | +8.7% | -3.7% | +0.5% |
| 30D | +36.4% | +7.6% | +28.7% | +31.1% |
| 3M | +20.4% | -5.3% | +25.7% | +23.6% |
| 6M | +4.9% | +27.6% | -22.7% | -9.8% |
| YTD | +7.8% | +32.4% | -24.6% | -9.8% |
| 1Y | +7.3% | +22.9% | -15.6% | -6.2% |
| 3Y | +10.1% | +43.1% | -33.0% | -15.7% |
| All | -34.4% | -21.9% | -12.6% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling