+196.4%
DOCN vs CCI
+9.1%
+187.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.3% | -14.5% | -15.9% |
| 7D | -29.3% | +2.4% | -31.7% | -29.1% |
| 30D | -46.0% | +33.2% | -79.2% | -45.0% |
| 3M | -43.2% | +25.0% | -68.2% | -42.5% |
| 6M | -53.7% | +4.8% | -58.5% | -53.6% |
| YTD | +46.9% | +6.4% | +40.6% | +46.9% |
| 1Y | +54.3% | +6.5% | +47.9% | +54.4% |
| All | +196.4% | +9.1% | +187.4% | +180.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling