+44.6%
DXCM vs CCI
+7.6%
+37.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.5% | +0.2% | +5.7% |
| 7D | +12.5% | +5.0% | +7.5% | +11.7% |
| 30D | +1.8% | +36.4% | -34.6% | -2.1% |
| 3M | +1.8% | +20.4% | -18.6% | -0.2% |
| 6M | +47.4% | +4.9% | +42.5% | +46.3% |
| YTD | +33.3% | +7.8% | +25.5% | +31.6% |
| 1Y | +44.6% | +7.3% | +37.3% | +43.0% |
| All | +44.6% | +7.6% | +37.0% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling