+8.4%
DXCM vs CCI
-14.4%
+22.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.9% |
| 7D | -6.2% | +0.2% | -6.4% | -6.2% |
| 30D | -0.3% | +0.5% | -0.8% | -0.4% |
| 3M | +10.3% | -16.3% | +26.6% | +13.2% |
| 6M | +24.1% | -13.9% | +38.1% | +26.8% |
| YTD | +27.4% | -12.4% | +39.8% | +29.3% |
| 1Y | +8.4% | -15.2% | +23.6% | +11.8% |
| All | +8.4% | -14.4% | +22.8% | +11.8% |
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