+55.8%
DELL vs CCI
+2.0%
+53.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.6% |
| 7D | +17.1% | -1.4% | +18.5% | +17.0% |
| 30D | -35.1% | +12.7% | -47.8% | -34.1% |
| 3M | -23.3% | +23.0% | -46.3% | -22.3% |
| 6M | +55.8% | +0.6% | +55.2% | +52.3% |
| All | +55.8% | +2.0% | +53.8% | +52.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling