+164.6%
DOCN vs CCI
-42.2%
+206.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.5% |
| 3M | -37.7% | -18.2% | -19.5% | -33.9% |
| 6M | +115.2% | -14.8% | +130.0% | +123.0% |
| YTD | +133.7% | -12.6% | +146.3% | +138.1% |
| 1Y | +250.2% | -16.7% | +266.9% | +263.3% |
| 3Y | +320.3% | -10.5% | +330.8% | +284.3% |
| 5Y | +53.1% | -51.4% | +104.5% | +110.3% |
| All | +164.6% | -42.2% | +206.9% | +241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling