+3,290.5%
DELL vs CCI
+45.6%
+3,244.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +17.1% | -1.4% | +18.5% | +17.4% |
| 30D | -35.1% | +12.7% | -47.8% | -36.7% |
| 3M | -23.3% | +23.0% | -46.3% | -26.7% |
| 6M | +55.8% | +0.6% | +55.2% | +54.3% |
| YTD | +198.0% | +4.9% | +193.1% | +191.4% |
| 1Y | +166.6% | +0.7% | +165.9% | +163.1% |
| 3Y | +427.6% | +10.2% | +417.4% | +387.2% |
| 5Y | +630.6% | -36.4% | +667.1% | +702.4% |
| 10Y | +2,866.3% | +66.6% | +2,799.7% | +2,522.1% |
| All | +3,290.5% | +45.6% | +3,244.9% | +2,990.3% |
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