+5,712.9%
DHR vs CCI
+1,121.9%
+4,591.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | +1.2% | +2.5% | -1.3% | +0.8% |
| 30D | +3.7% | +14.4% | -10.7% | +1.3% |
| 3M | +14.5% | +21.7% | -7.2% | +10.4% |
| 6M | +40.9% | +4.0% | +36.9% | +39.2% |
| YTD | +2.4% | +6.2% | -3.8% | +0.4% |
| 1Y | +6.1% | +5.4% | +0.7% | +4.2% |
| 3Y | +21.0% | +11.7% | +9.3% | +16.9% |
| 5Y | -11.4% | -35.6% | +24.2% | -6.6% |
| 10Y | +241.8% | +68.7% | +173.1% | +211.4% |
| All | +5,712.9% | +1,121.9% | +4,591.1% | +3,485.6% |
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 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