+99.1%
DE vs CCI
-35.6%
+134.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -1.0% |
| 7D | +0.3% | +2.5% | -2.2% | -0.1% |
| 30D | +3.6% | +14.4% | -10.9% | +1.4% |
| 3M | +10.2% | +21.7% | -11.4% | +6.9% |
| 6M | +16.6% | +4.0% | +12.6% | +16.0% |
| YTD | +45.8% | +6.2% | +39.6% | +44.0% |
| 1Y | +43.9% | +5.4% | +38.5% | +42.3% |
| 3Y | +89.6% | +11.7% | +77.9% | +82.2% |
| All | +99.1% | -35.6% | +134.6% | +103.5% |
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