+423.1%
DXCM vs CCJ
+859.4%
-436.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.7% | -3.6% | +1.1% |
| 7D | -4.4% | +2.7% | -7.1% | -4.9% |
| 30D | -3.6% | -14.4% | +10.8% | -1.1% |
| 3M | -4.3% | -22.6% | +18.3% | -0.5% |
| 6M | +33.8% | -35.4% | +69.2% | +43.0% |
| YTD | +22.1% | -17.6% | +39.8% | +23.4% |
| 1Y | +47.4% | -18.1% | +65.5% | +48.7% |
| 3Y | -12.3% | +79.6% | -91.8% | -28.8% |
| 5Y | -49.1% | +175.3% | -224.4% | -63.9% |
| 10Y | +423.1% | +844.8% | -421.7% | +173.9% |
| All | +423.1% | +859.4% | -436.3% | +173.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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