+2,894.9%
DXCM vs CCI
+648.3%
+2,246.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -1.0% |
| 7D | -3.2% | -0.4% | -2.8% | -3.0% |
| 30D | +6.3% | +2.7% | +3.6% | +4.7% |
| 3M | +21.1% | -18.2% | +39.3% | +33.8% |
| 6M | +20.6% | -14.8% | +35.4% | +29.6% |
| YTD | +32.4% | -12.6% | +45.0% | +38.9% |
| 1Y | +8.8% | -16.7% | +25.6% | +16.9% |
| 3Y | -13.7% | -10.5% | -3.2% | -16.4% |
| 5Y | -35.2% | -51.4% | +16.2% | -11.2% |
| 10Y | +281.8% | +20.0% | +261.8% | +177.6% |
| All | +2,894.9% | +648.3% | +2,246.6% | +701.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling