-38.7%
DOCS vs CCI
-42.0%
+3.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.3% |
| 7D | -0.8% | -0.1% | -0.7% | -0.7% |
| 30D | +17.4% | +28.4% | -11.0% | +8.8% |
| 3M | +57.4% | +20.0% | +37.4% | +48.9% |
| 6M | +26.5% | +0.8% | +25.8% | +25.6% |
| YTD | -26.6% | +3.6% | -30.2% | -28.1% |
| 1Y | -48.1% | +6.1% | -54.1% | -49.6% |
| 3Y | +52.6% | +7.2% | +45.4% | +40.7% |
| 5Y | -52.1% | -37.0% | -15.1% | -41.7% |
| All | -38.7% | -42.0% | +3.4% | -34.0% |
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