+319.1%
DELL vs CCI
-18.8%
+337.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.5% |
| 7D | +14.9% | -0.4% | +15.3% | +14.9% |
| 30D | +13.3% | +2.7% | +10.6% | +13.2% |
| 3M | +24.4% | -18.2% | +42.6% | +28.0% |
| 6M | +258.0% | -14.8% | +272.8% | +270.6% |
| YTD | +320.2% | -12.6% | +332.8% | +326.3% |
| 1Y | +319.1% | -16.7% | +335.8% | +326.7% |
| All | +319.1% | -18.8% | +337.8% | +326.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling