+1,106.2%
DELL vs CCI
-51.2%
+1,157.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | +8.7% | -0.3% | +9.0% | +8.8% |
| 30D | +16.9% | +2.1% | +14.8% | +16.8% |
| 3M | +40.4% | -17.8% | +58.3% | +42.2% |
| 6M | +267.1% | -14.2% | +281.2% | +270.1% |
| YTD | +329.1% | -13.3% | +342.4% | +331.7% |
| 1Y | +346.9% | -16.6% | +363.5% | +350.6% |
| 3Y | +696.6% | -10.8% | +707.4% | +668.2% |
| 5Y | +1,106.2% | -50.3% | +1,156.5% | +1,215.1% |
| All | +1,106.2% | -51.2% | +1,157.4% | +1,215.1% |
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