+235.9%
DIA vs CCI
+59.7%
+176.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.8% |
| 7D | +0.9% | +3.2% | -2.3% | 0.0% |
| 30D | +1.1% | +12.2% | -11.1% | -2.4% |
| 3M | -2.9% | +23.1% | -26.0% | -9.1% |
| 6M | +5.9% | +1.3% | +4.6% | +4.5% |
| YTD | +9.8% | +4.5% | +5.3% | +6.6% |
| 1Y | +11.7% | +2.3% | +9.4% | +9.1% |
| 3Y | +59.5% | +9.8% | +49.7% | +47.6% |
| 5Y | +57.5% | -36.5% | +94.1% | +76.7% |
| 10Y | +235.9% | +64.7% | +171.2% | +201.6% |
| All | +235.9% | +59.7% | +176.2% | +201.6% |
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 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