-11.7%
CCI vs DTE
+45.3%
-57.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -0.8% |
| 7D | -4.4% | -2.0% | -2.4% | -3.0% |
| 30D | +0.3% | -2.4% | +2.7% | +2.0% |
| 3M | -20.0% | -7.3% | -12.7% | -15.7% |
| 6M | -14.5% | -7.6% | -6.9% | -9.8% |
| YTD | -14.9% | +5.8% | -20.7% | -18.7% |
| 1Y | -17.7% | +2.3% | -20.0% | -19.5% |
| All | -11.7% | +45.3% | -57.1% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling