+381.8%
DAL vs CCI
+333.6%
+48.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -3.7% |
| 7D | +4.6% | +2.4% | +2.2% | +3.4% |
| 30D | +2.3% | +33.2% | -30.9% | -12.7% |
| 3M | -8.1% | +25.0% | -33.1% | -19.2% |
| 6M | +21.4% | +4.8% | +16.7% | +15.2% |
| YTD | +24.3% | +6.4% | +18.0% | +15.4% |
| 1Y | +47.4% | +6.5% | +40.9% | +36.3% |
| 3Y | +164.6% | +8.6% | +156.0% | +129.5% |
| 5Y | +100.2% | -35.3% | +135.5% | +126.6% |
| 10Y | +124.9% | +58.2% | +66.6% | +30.8% |
| All | +381.8% | +333.6% | +48.3% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling