+384.5%
DXCM vs CCI
+67.9%
+316.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.0% |
| 7D | +4.9% | +2.5% | +2.4% | +4.1% |
| 30D | -0.2% | +14.4% | -14.6% | -4.6% |
| 3M | -8.9% | +21.7% | -30.6% | -15.1% |
| 6M | +42.3% | +4.0% | +38.3% | +39.2% |
| YTD | +25.6% | +6.2% | +19.3% | +21.0% |
| 1Y | +39.5% | +5.4% | +34.1% | +34.8% |
| 3Y | -15.3% | +11.7% | -27.0% | -23.0% |
| 5Y | -48.4% | -35.6% | -12.8% | -40.6% |
| All | +384.5% | +67.9% | +316.6% | +348.3% |
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