+60.1%
DOCN vs CCI
-51.4%
+111.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +3.4% |
| 7D | +1.1% | -0.4% | +1.5% | +1.3% |
| 30D | -9.6% | +2.7% | -12.3% | -10.6% |
| 3M | -37.7% | -18.2% | -19.5% | -33.8% |
| 6M | +115.2% | -14.8% | +130.0% | +123.3% |
| YTD | +133.7% | -12.6% | +146.3% | +138.2% |
| 1Y | +250.2% | -16.7% | +266.9% | +263.8% |
| 3Y | +320.3% | -10.5% | +330.8% | +280.7% |
| All | +60.1% | -51.4% | +111.5% | +145.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling