-38.8%
DXCM vs CCJ
+354.8%
-393.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -5.1% | -4.1% |
| 7D | -6.2% | +5.9% | -12.2% | -7.3% |
| 30D | -0.3% | +4.7% | -5.0% | -1.3% |
| 3M | +10.3% | -3.3% | +13.6% | +10.4% |
| 6M | +24.1% | -7.0% | +31.2% | +24.3% |
| YTD | +27.4% | +11.5% | +15.9% | +21.9% |
| 1Y | +8.4% | +32.3% | -23.9% | -1.9% |
| 3Y | -19.0% | +176.8% | -195.8% | -43.1% |
| All | -38.8% | +354.8% | -393.6% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling