+111.4%
DAL vs CCI
-35.6%
+147.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -1.1% | +2.5% | -3.6% | -1.5% |
| 30D | +12.8% | +14.4% | -1.6% | +10.3% |
| 3M | -5.3% | +21.7% | -27.0% | -8.6% |
| 6M | +22.4% | +4.0% | +18.3% | +21.3% |
| YTD | +25.6% | +6.2% | +19.4% | +23.4% |
| 1Y | +45.5% | +5.4% | +40.1% | +43.2% |
| 3Y | +161.0% | +11.7% | +149.2% | +142.9% |
| All | +111.4% | -35.6% | +147.0% | +123.5% |
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