+3,595.6%
DLR vs CCI
+717.5%
+2,878.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.3% |
| 7D | +1.6% | -0.4% | +2.0% | +1.8% |
| 30D | -3.4% | +2.7% | -6.1% | -4.9% |
| 3M | +0.5% | -18.2% | +18.7% | +11.3% |
| 6M | +4.6% | -14.8% | +19.3% | +12.4% |
| YTD | +23.4% | -12.6% | +36.0% | +29.9% |
| 1Y | +19.0% | -16.7% | +35.8% | +28.4% |
| 3Y | +56.5% | -10.5% | +67.0% | +56.1% |
| 5Y | +33.3% | -51.4% | +84.7% | +90.1% |
| 10Y | +165.1% | +20.0% | +145.1% | +128.8% |
| All | +3,595.6% | +717.5% | +2,878.2% | +1,333.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling