+105.1%
DOCN vs CCI
-31.2%
+136.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.3% | +9.9% | +9.7% |
| 7D | +3.7% | -3.4% | +7.1% | +4.8% |
| 30D | -33.7% | +9.9% | -43.6% | -35.7% |
| 3M | -27.9% | +22.7% | -50.6% | -32.7% |
| 6M | -46.4% | +0.8% | -47.3% | -47.2% |
| YTD | +81.1% | +4.1% | +77.0% | +74.0% |
| 1Y | +74.3% | -0.6% | +74.9% | +71.0% |
| 3Y | +245.8% | +9.4% | +236.4% | +192.8% |
| 5Y | -23.7% | -36.8% | +13.1% | -0.6% |
| All | +105.1% | -31.2% | +136.2% | +149.6% |
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