+21.2%
DIS vs CCI
+17.2%
+4.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | +0.1% | +0.5% | -0.4% | 0.0% |
| 3M | +7.1% | -16.3% | +23.3% | +12.2% |
| 6M | +4.3% | -13.9% | +18.2% | +8.1% |
| YTD | -6.9% | -12.4% | +5.5% | -4.3% |
| 1Y | -10.3% | -15.2% | +4.9% | -7.0% |
| 3Y | +32.8% | -9.9% | +42.7% | +31.2% |
| 5Y | -41.5% | -50.8% | +9.4% | -30.1% |
| 10Y | +21.2% | +18.3% | +2.9% | +18.2% |
| All | +21.2% | +17.2% | +4.0% | +18.2% |
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