-48.9%
DOCS vs CCI
-35.1%
-13.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.5% | -0.1% | +4.4% |
| 7D | +1.2% | +5.0% | -3.8% | -0.2% |
| 30D | +21.3% | +36.4% | -15.1% | +9.9% |
| 3M | +58.4% | +20.4% | +38.0% | +49.1% |
| 6M | +39.3% | +4.9% | +34.4% | +36.5% |
| YTD | -21.7% | +7.8% | -29.5% | -24.3% |
| 1Y | -47.3% | +7.3% | -54.6% | -49.1% |
| 3Y | +58.2% | +10.1% | +48.1% | +43.8% |
| All | -48.9% | -35.1% | -13.8% | -42.7% |
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