+62.1%
DAL vs CCI
+7.6%
+54.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.5% | +0.7% | +7.2% |
| 7D | +11.1% | +5.0% | +6.0% | +11.0% |
| 30D | +7.7% | +36.4% | -28.7% | +8.3% |
| 3M | -3.5% | +20.4% | -23.9% | -3.1% |
| 6M | +31.3% | +4.9% | +26.4% | +32.3% |
| YTD | +30.0% | +7.8% | +22.2% | +31.9% |
| 1Y | +62.1% | +7.3% | +54.8% | +65.1% |
| All | +62.1% | +7.6% | +54.5% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling