+851.5%
DE vs CCI
+23.6%
+827.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.9% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | +9.0% | +2.2% | +6.8% | +8.4% |
| 3M | +19.1% | -16.9% | +36.0% | +24.6% |
| 6M | +14.4% | -11.5% | +25.9% | +17.2% |
| YTD | +45.9% | -12.8% | +58.8% | +49.7% |
| 1Y | +43.6% | -17.1% | +60.7% | +49.1% |
| 3Y | +75.9% | -9.6% | +85.5% | +74.6% |
| 5Y | +98.8% | -48.9% | +147.7% | +131.4% |
| All | +851.5% | +23.6% | +827.9% | +890.4% |
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