+312.3%
DELL vs CCI
-17.7%
+329.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.7% | -3.6% | -5.3% |
| 7D | -1.9% | -4.4% | +2.5% | -1.8% |
| 30D | +14.9% | +0.3% | +14.6% | +14.9% |
| 3M | +37.2% | -20.0% | +57.2% | +41.2% |
| 6M | +254.0% | -14.5% | +268.5% | +261.1% |
| YTD | +306.1% | -14.9% | +321.0% | +312.5% |
| 1Y | +312.3% | -17.7% | +329.9% | +317.2% |
| All | +312.3% | -17.7% | +329.9% | +317.2% |
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 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