+887.3%
CCI vs DGX
+6,634.2%
-5,746.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.3% | -2.2% | +2.0% | +0.4% |
| 30D | +2.1% | -0.9% | +3.0% | +2.4% |
| 3M | -17.8% | +15.6% | -33.4% | -21.7% |
| 6M | -14.2% | +17.8% | -32.0% | -18.9% |
| YTD | -13.3% | +37.5% | -50.8% | -22.1% |
| 1Y | -16.6% | +31.2% | -47.8% | -24.0% |
| 3Y | -10.8% | +96.6% | -107.4% | -28.6% |
| 5Y | -50.3% | +64.9% | -115.2% | -58.4% |
| 10Y | +22.5% | +254.6% | -232.1% | -20.8% |
| All | +887.3% | +6,634.2% | -5,746.9% | +170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling