+1,090.4%
CCI vs DRI
+4,302.2%
-3,211.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +3.2% | +4.2% | -1.0% | +2.2% |
| 30D | +12.2% | +15.7% | -3.5% | +8.1% |
| 3M | +23.1% | +5.8% | +17.4% | +21.1% |
| 6M | +1.3% | +18.4% | -17.2% | -3.4% |
| YTD | +4.5% | +28.2% | -23.7% | -2.6% |
| 1Y | +2.3% | +35.9% | -33.6% | -6.1% |
| 3Y | +9.8% | +67.7% | -58.0% | -6.1% |
| 5Y | -36.5% | +77.9% | -114.4% | -47.2% |
| 10Y | +64.7% | +338.7% | -274.0% | -4.3% |
| All | +1,090.4% | +4,302.2% | -3,211.8% | +155.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling