-18.1%
DOCN vs CCI
-35.1%
+17.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +6.5% | -13.6% | -9.1% |
| 7D | -20.0% | +5.0% | -25.1% | -21.4% |
| 30D | -38.8% | +36.4% | -75.2% | -44.7% |
| 3M | -34.8% | +20.4% | -55.2% | -39.0% |
| 6M | -22.8% | +4.9% | -27.7% | -25.0% |
| YTD | +74.6% | +7.8% | +66.8% | +65.6% |
| 1Y | +116.4% | +7.3% | +109.1% | +105.6% |
| 3Y | +239.3% | +10.1% | +229.2% | +185.7% |
| All | -18.1% | -35.1% | +17.0% | +0.1% |
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 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