-16.3%
DXCM vs CCJ
+69.7%
-86.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.3% | -10.3% | -6.3% |
| 7D | -3.5% | -7.3% | +3.8% | -2.9% |
| 30D | -5.8% | -20.0% | +14.1% | -4.1% |
| 3M | -4.3% | -23.8% | +19.5% | -2.4% |
| 6M | +31.6% | -42.4% | +73.9% | +38.1% |
| YTD | +19.6% | -22.1% | +41.7% | +21.0% |
| 1Y | +36.9% | -20.8% | +57.7% | +38.0% |
| 3Y | -16.3% | +75.7% | -92.0% | -27.7% |
| All | -16.3% | +69.7% | -86.0% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling