+3,047.2%
DELL vs CCI
+47.5%
+2,999.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.3% | -8.4% | -7.4% |
| 7D | +4.9% | +2.5% | +2.4% | +4.3% |
| 30D | -32.1% | +14.4% | -46.5% | -34.0% |
| 3M | -30.2% | +21.7% | -51.9% | -33.2% |
| 6M | +41.7% | +4.0% | +37.7% | +39.3% |
| YTD | +176.6% | +6.2% | +170.4% | +169.8% |
| 1Y | +159.9% | +5.4% | +154.5% | +154.1% |
| 3Y | +388.0% | +11.7% | +376.2% | +349.3% |
| 5Y | +578.2% | -35.6% | +613.8% | +643.0% |
| 10Y | +2,653.4% | +68.7% | +2,584.7% | +2,327.8% |
| All | +3,047.2% | +47.5% | +2,999.7% | +2,761.3% |
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 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