+22.5%
CCI vs DRI
+348.4%
-325.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -0.3% | -4.8% | +4.6% | +0.5% |
| 30D | +2.1% | -3.9% | +6.1% | +2.7% |
| 3M | -17.8% | +5.1% | -22.9% | -18.6% |
| 6M | -14.2% | +5.5% | -19.7% | -15.1% |
| YTD | -13.3% | +16.5% | -29.8% | -15.8% |
| 1Y | -16.6% | +2.0% | -18.6% | -17.3% |
| 3Y | -10.8% | +54.5% | -65.3% | -18.1% |
| 5Y | -50.3% | +66.6% | -116.9% | -55.3% |
| 10Y | +22.5% | +353.6% | -331.1% | +2.3% |
| All | +22.5% | +348.4% | -325.9% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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