+116.4%
DOCN vs CCI
+7.6%
+108.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +6.5% | -13.6% | -6.4% |
| 7D | -20.0% | +5.0% | -25.1% | -19.4% |
| 30D | -38.8% | +36.4% | -75.2% | -36.7% |
| 3M | -34.8% | +20.4% | -55.2% | -34.4% |
| 6M | -22.8% | +4.9% | -27.7% | -22.9% |
| YTD | +74.6% | +7.8% | +66.8% | +74.2% |
| 1Y | +116.4% | +7.3% | +109.1% | +116.9% |
| All | +116.4% | +7.6% | +108.9% | +116.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling