+103.1%
DOCN vs CCI
-29.8%
+132.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.4% | -4.5% |
| 7D | +19.1% | +2.5% | +16.6% | +18.2% |
| 30D | -21.0% | +14.4% | -35.4% | -24.4% |
| 3M | -34.7% | +21.7% | -56.4% | -38.9% |
| 6M | -45.8% | +4.0% | -49.8% | -47.0% |
| YTD | +79.4% | +6.2% | +73.2% | +71.3% |
| 1Y | +91.0% | +5.4% | +85.6% | +83.0% |
| 3Y | +237.5% | +11.7% | +225.7% | +183.9% |
| 5Y | -30.4% | -35.6% | +5.2% | -9.8% |
| All | +103.1% | -29.8% | +132.9% | +145.8% |
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