-95.2%
DFNS vs CCI
-13.6%
-81.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +2.1% |
| 7D | -16.0% | -0.4% | -15.6% | -15.6% |
| 30D | -77.7% | +2.7% | -80.4% | -78.5% |
| 3M | -77.2% | -18.2% | -59.0% | -72.5% |
| 6M | -95.2% | -14.8% | -80.4% | -94.8% |
| All | -95.2% | -13.6% | -81.5% | -94.8% |
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