-50.1%
DXCM vs CCI
-37.1%
-13.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.6% | -3.4% | -5.3% |
| 7D | -3.5% | -0.1% | -3.4% | -3.4% |
| 30D | -5.8% | +28.4% | -34.2% | -12.3% |
| 3M | -4.3% | +20.0% | -24.3% | -9.3% |
| 6M | +31.6% | +0.8% | +30.8% | +30.8% |
| YTD | +19.6% | +3.6% | +16.0% | +17.2% |
| 1Y | +36.9% | +6.1% | +30.8% | +32.9% |
| 3Y | -16.3% | +7.2% | -23.5% | -22.9% |
| All | -50.1% | -37.1% | -13.0% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling