+69.3%
CCI vs DRI
+331.7%
-262.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +2.5% | +1.1% | +1.5% | +2.3% |
| 30D | +14.4% | +9.7% | +4.7% | +12.7% |
| 3M | +21.7% | +3.2% | +18.5% | +20.9% |
| 6M | +4.0% | +20.6% | -16.5% | +0.6% |
| YTD | +6.2% | +28.3% | -22.0% | +1.5% |
| 1Y | +5.4% | +34.5% | -29.1% | -0.1% |
| 3Y | +11.7% | +66.5% | -54.8% | +1.2% |
| 5Y | -35.6% | +79.6% | -115.3% | -42.9% |
| All | +69.3% | +331.7% | -262.5% | +39.6% |
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