+5,783.0%
DE vs CCI
+905.5%
+4,877.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.2% |
| 7D | +10.0% | -0.4% | +10.4% | +10.1% |
| 30D | +13.3% | +2.7% | +10.6% | +12.8% |
| 3M | +17.5% | -18.2% | +35.7% | +21.4% |
| 6M | +13.6% | -14.8% | +28.4% | +16.2% |
| YTD | +49.8% | -12.6% | +62.4% | +52.3% |
| 1Y | +47.9% | -16.7% | +64.6% | +51.5% |
| 3Y | +72.5% | -10.5% | +83.0% | +73.0% |
| 5Y | +90.2% | -51.4% | +141.6% | +110.7% |
| 10Y | +865.4% | +20.0% | +845.3% | +803.7% |
| All | +5,783.0% | +905.5% | +4,877.5% | +3,734.2% |
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