-37.8%
CCI vs DRI
+76.5%
-114.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | +0.9% | +3.1% | -2.2% | +0.3% |
| 30D | +10.3% | +16.2% | -6.0% | +6.8% |
| 3M | +17.9% | +8.4% | +9.5% | +15.7% |
| 6M | -0.5% | +19.0% | -19.5% | -4.5% |
| YTD | +2.7% | +28.8% | -26.1% | -3.3% |
| 1Y | +3.1% | +33.1% | -30.0% | -3.7% |
| 3Y | +8.0% | +70.8% | -62.8% | -7.2% |
| 5Y | -37.8% | +74.2% | -112.0% | -47.3% |
| All | -37.8% | +76.5% | -114.3% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling