-9.6%
CCI vs DGX
+96.4%
-106.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.8% |
| 7D | -0.3% | -0.9% | +0.6% | 0.0% |
| 30D | +2.2% | -1.2% | +3.4% | +2.6% |
| 3M | -16.9% | +15.8% | -32.7% | -21.6% |
| 6M | -11.5% | +18.2% | -29.7% | -17.4% |
| YTD | -12.8% | +37.2% | -50.0% | -24.1% |
| 1Y | -17.1% | +30.4% | -47.4% | -26.3% |
| 3Y | -9.6% | +96.7% | -106.3% | -33.9% |
| All | -9.6% | +96.4% | -106.1% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling