+189.1%
DLR vs CCI
+64.4%
+124.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.6% |
| 7D | +0.3% | +3.2% | -2.8% | -1.6% |
| 30D | +1.2% | +12.2% | -11.0% | -5.7% |
| 3M | -4.8% | +23.1% | -27.9% | -16.8% |
| 6M | -6.1% | +1.3% | -7.4% | -8.8% |
| YTD | +19.3% | +4.5% | +14.8% | +12.2% |
| 1Y | +10.0% | +2.3% | +7.6% | +4.8% |
| 3Y | +53.8% | +9.8% | +44.0% | +31.7% |
| 5Y | +39.1% | -36.5% | +75.6% | +77.5% |
| All | +189.1% | +64.4% | +124.7% | +97.4% |
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