+271.2%
CCI vs LDOS
+494.7%
-223.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | -0.4% | -5.4% | +5.0% | +1.2% |
| 30D | +2.7% | +4.9% | -2.2% | +1.0% |
| 3M | -18.2% | +7.2% | -25.4% | -20.3% |
| 6M | -14.8% | -24.2% | +9.5% | -8.0% |
| YTD | -12.6% | -25.8% | +13.2% | -5.9% |
| 1Y | -16.7% | -24.7% | +8.0% | -10.9% |
| 3Y | -10.5% | +39.3% | -49.8% | -24.1% |
| 5Y | -51.4% | +43.3% | -94.7% | -59.8% |
| 10Y | +20.0% | +278.6% | -258.5% | -29.5% |
| All | +271.2% | +494.7% | -223.6% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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