+251.0%
DIA vs CCI
+17.8%
+233.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -1.2% | -0.3% | -1.0% | -1.2% |
| 30D | -2.7% | +2.1% | -4.8% | -3.3% |
| 3M | +3.3% | -17.8% | +21.1% | +8.9% |
| 6M | +10.4% | -14.2% | +24.6% | +14.5% |
| YTD | +10.0% | -13.3% | +23.3% | +13.2% |
| 1Y | +16.2% | -16.6% | +32.8% | +20.9% |
| 3Y | +58.7% | -10.8% | +69.6% | +56.8% |
| 5Y | +63.6% | -50.3% | +113.9% | +98.4% |
| 10Y | +251.0% | +22.5% | +228.5% | +242.4% |
| All | +251.0% | +17.8% | +233.3% | +242.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling