+59.9%
DIA vs CCI
-10.9%
+70.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | -2.1% | +0.5% | -2.6% | -2.1% |
| 3M | +4.2% | -16.3% | +20.4% | +6.2% |
| 6M | +11.9% | -13.9% | +25.8% | +13.5% |
| YTD | +10.8% | -12.4% | +23.3% | +12.0% |
| 1Y | +17.5% | -15.2% | +32.7% | +19.2% |
| 3Y | +59.9% | -9.9% | +69.8% | +58.8% |
| All | +59.9% | -10.9% | +70.8% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling