-23.2%
CCI vs DT
+103.5%
-126.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.6% |
| 7D | -0.4% | -3.3% | +2.9% | +0.1% |
| 30D | +2.7% | +2.0% | +0.7% | +2.3% |
| 3M | -18.2% | +20.0% | -38.2% | -20.7% |
| 6M | -14.8% | +39.3% | -54.1% | -19.7% |
| YTD | -12.6% | +19.8% | -32.3% | -15.9% |
| 1Y | -16.7% | +4.3% | -21.0% | -18.3% |
| 3Y | -10.5% | +7.7% | -18.2% | -14.3% |
| 5Y | -51.4% | -26.8% | -24.6% | -52.2% |
| All | -23.2% | +103.5% | -126.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling