-99.6%
DFNS vs CCI
+7.6%
-107.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +6.5% | -24.8% | -19.0% |
| 7D | -27.7% | +5.0% | -32.7% | -28.1% |
| 30D | -58.0% | +36.4% | -94.4% | -62.8% |
| 3M | -94.0% | +20.4% | -114.4% | -94.3% |
| 6M | -94.6% | +4.9% | -99.5% | -94.4% |
| YTD | -99.4% | +7.8% | -107.2% | -99.4% |
| 1Y | -99.6% | +7.3% | -106.9% | -99.6% |
| All | -99.6% | +7.6% | -107.2% | -99.6% |
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