+106.3%
DAL vs CCI
-50.2%
+156.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +3.4% | +0.2% | +3.2% | +3.3% |
| 30D | -13.6% | +0.5% | -14.1% | -13.7% |
| 3M | +1.2% | -16.3% | +17.5% | +4.4% |
| 6M | +34.5% | -13.9% | +48.4% | +37.7% |
| YTD | +14.7% | -12.4% | +27.1% | +16.6% |
| 1Y | +29.2% | -15.2% | +44.4% | +32.2% |
| 3Y | +100.0% | -9.9% | +109.8% | +94.4% |
| 5Y | +106.3% | -50.8% | +157.2% | +136.4% |
| All | +106.3% | -50.2% | +156.5% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling