-50.3%
CCI vs DT
-28.0%
-22.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.1% |
| 7D | -0.3% | -0.5% | +0.3% | -0.2% |
| 30D | +2.1% | +0.1% | +2.1% | +2.1% |
| 3M | -17.8% | +24.1% | -41.9% | -20.2% |
| 6M | -14.2% | +30.1% | -44.3% | -17.4% |
| YTD | -13.3% | +16.8% | -30.1% | -15.7% |
| 1Y | -16.6% | -0.1% | -16.5% | -17.3% |
| 3Y | -10.8% | +6.8% | -17.6% | -14.0% |
| 5Y | -50.3% | -28.4% | -22.0% | -53.0% |
| All | -50.3% | -28.0% | -22.4% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling