+122.8%
DAL vs CCI
+51.9%
+70.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.7% | +2.8% |
| 7D | +8.8% | -0.1% | +8.9% | +8.8% |
| 30D | +5.4% | +28.4% | -23.0% | -1.7% |
| 3M | -4.9% | +20.0% | -24.9% | -9.8% |
| 6M | +19.8% | +0.8% | +19.1% | +18.5% |
| YTD | +27.0% | +3.6% | +23.4% | +23.8% |
| 1Y | +52.5% | +6.1% | +46.4% | +47.3% |
| 3Y | +173.8% | +7.2% | +166.6% | +155.1% |
| 5Y | +104.5% | -37.0% | +141.5% | +128.5% |
| All | +122.8% | +51.9% | +70.9% | +106.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling