+52.6%
DOCS vs CCI
+6.3%
+46.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.7% |
| 7D | -0.8% | -0.1% | -0.7% | -0.7% |
| 30D | +17.4% | +28.4% | -11.0% | +13.7% |
| 3M | +57.4% | +20.0% | +37.4% | +53.6% |
| 6M | +26.5% | +0.8% | +25.8% | +25.0% |
| YTD | -26.6% | +3.6% | -30.2% | -27.2% |
| 1Y | -48.1% | +6.1% | -54.1% | -48.5% |
| 3Y | +52.6% | +7.2% | +45.4% | +49.3% |
| All | +52.6% | +6.3% | +46.4% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling