+119.1%
DAL vs CCI
-36.7%
+155.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | +10.7% | +3.2% | +7.5% | +10.2% |
| 30D | +12.5% | +12.2% | +0.3% | +10.3% |
| 3M | +3.6% | +23.1% | -19.5% | -0.2% |
| 6M | +26.7% | +1.3% | +25.5% | +26.2% |
| YTD | +34.3% | +4.5% | +29.8% | +32.3% |
| 1Y | +59.1% | +2.3% | +56.8% | +57.4% |
| 3Y | +179.9% | +9.8% | +170.1% | +161.3% |
| 5Y | +119.1% | -36.5% | +155.7% | +121.2% |
| All | +119.1% | -36.7% | +155.8% | +121.2% |
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