-37.4%
DOCS vs CCI
-40.5%
+3.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -3.9% |
| 7D | -1.3% | +2.4% | -3.7% | -2.0% |
| 30D | +19.4% | +33.2% | -13.8% | +9.5% |
| 3M | +53.4% | +25.0% | +28.4% | +43.4% |
| 6M | +28.8% | +4.8% | +24.0% | +26.4% |
| YTD | -25.1% | +6.4% | -31.4% | -27.2% |
| 1Y | -48.1% | +6.5% | -54.6% | -49.7% |
| 3Y | +51.4% | +8.6% | +42.7% | +39.4% |
| 5Y | -51.1% | -35.3% | -15.8% | -41.0% |
| All | -37.4% | -40.5% | +3.1% | -33.1% |
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 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