-17.1%
CCI vs DGX
+32.7%
-49.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.1% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | +2.2% | -1.2% | +3.4% | +2.4% |
| 3M | -16.9% | +15.8% | -32.7% | -19.5% |
| 6M | -11.5% | +18.2% | -29.7% | -15.2% |
| YTD | -12.8% | +37.2% | -50.0% | -21.4% |
| 1Y | -17.1% | +30.4% | -47.4% | -23.8% |
| All | -17.1% | +32.7% | -49.7% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling