-98.3%
DFNS vs CCI
-18.8%
-79.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +1.6% |
| 7D | -16.0% | -0.4% | -15.6% | -15.7% |
| 30D | -77.7% | +2.7% | -80.4% | -78.2% |
| 3M | -77.2% | -18.2% | -59.0% | -74.6% |
| 6M | -95.2% | -14.8% | -80.4% | -94.8% |
| YTD | -98.0% | -12.6% | -85.4% | -97.9% |
| 1Y | -98.3% | -16.7% | -81.5% | -98.2% |
| All | -98.3% | -18.8% | -79.5% | -98.2% |
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