+99.4%
DE vs CCI
-50.8%
+150.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.4% |
| 7D | -2.4% | -4.4% | +2.0% | -1.6% |
| 30D | +9.7% | +0.3% | +9.4% | +9.6% |
| 3M | +21.4% | -20.0% | +41.3% | +26.4% |
| 6M | +15.0% | -14.5% | +29.5% | +17.9% |
| YTD | +46.4% | -14.9% | +61.3% | +49.8% |
| 1Y | +45.6% | -17.7% | +63.3% | +49.9% |
| 3Y | +76.8% | -12.4% | +89.1% | +76.8% |
| 5Y | +99.4% | -50.1% | +149.5% | +105.3% |
| All | +99.4% | -50.8% | +150.2% | +105.3% |
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