+499.9%
DDOG vs CCI
-28.4%
+528.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.0% | +8.2% | +7.5% |
| 7D | +7.7% | -0.3% | +7.9% | +7.7% |
| 30D | -13.6% | +2.1% | -15.7% | -14.3% |
| 3M | -0.9% | -17.8% | +16.9% | +5.2% |
| 6M | +75.2% | -14.2% | +89.4% | +82.4% |
| YTD | +65.7% | -13.3% | +79.0% | +71.0% |
| 1Y | +60.4% | -16.6% | +77.0% | +67.4% |
| 3Y | +130.7% | -10.8% | +141.5% | +121.0% |
| 5Y | +59.9% | -50.3% | +110.2% | +106.4% |
| All | +499.9% | -28.4% | +528.3% | +598.4% |
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 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