+252.9%
DXCM vs CCI
+17.2%
+235.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.9% |
| 7D | -6.2% | +0.2% | -6.4% | -6.3% |
| 30D | -0.3% | +0.5% | -0.8% | -0.5% |
| 3M | +10.3% | -16.3% | +26.6% | +16.9% |
| 6M | +24.1% | -13.9% | +38.1% | +29.9% |
| YTD | +27.4% | -12.4% | +39.8% | +31.6% |
| 1Y | +8.4% | -15.2% | +23.6% | +13.2% |
| 3Y | -19.0% | -9.9% | -9.1% | -20.9% |
| 5Y | -38.6% | -50.8% | +12.3% | -21.6% |
| 10Y | +252.9% | +18.3% | +234.7% | +242.7% |
| All | +252.9% | +17.2% | +235.8% | +242.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling