-23.5%
CCI vs DT
+100.3%
-123.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.5% |
| 7D | -0.3% | -1.6% | +1.3% | -0.1% |
| 30D | +2.2% | +3.0% | -0.8% | +1.7% |
| 3M | -16.9% | +26.5% | -43.4% | -20.1% |
| 6M | -11.5% | +35.9% | -47.5% | -16.3% |
| YTD | -12.8% | +17.8% | -30.7% | -16.0% |
| 1Y | -17.1% | +4.1% | -21.1% | -18.6% |
| 3Y | -9.6% | +5.3% | -14.9% | -13.2% |
| 5Y | -48.9% | -27.2% | -21.8% | -49.8% |
| All | -23.5% | +100.3% | -123.7% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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