+887.3%
CCI vs DTE
+1,175.6%
-288.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.6% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +2.1% | -0.5% | +2.7% | +2.4% |
| 3M | -17.8% | -6.0% | -11.8% | -15.2% |
| 6M | -14.2% | -7.2% | -7.0% | -10.8% |
| YTD | -13.3% | +7.2% | -20.5% | -16.6% |
| 1Y | -16.6% | +4.1% | -20.7% | -18.5% |
| 3Y | -10.8% | +46.9% | -57.7% | -27.1% |
| 5Y | -50.3% | +32.9% | -83.2% | -57.2% |
| 10Y | +22.5% | +144.5% | -122.0% | -24.6% |
| All | +887.3% | +1,175.6% | -288.3% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling