+2,605.6%
DXCM vs CCJ
+369.9%
+2,235.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.3% | -10.3% | -7.1% |
| 7D | -3.5% | -7.3% | +3.8% | -1.7% |
| 30D | -5.8% | -20.0% | +14.1% | -0.6% |
| 3M | -4.3% | -23.8% | +19.5% | +1.6% |
| 6M | +31.6% | -42.4% | +73.9% | +48.8% |
| YTD | +19.6% | -22.1% | +41.7% | +23.0% |
| 1Y | +36.9% | -20.8% | +57.7% | +39.5% |
| 3Y | -16.3% | +75.7% | -92.0% | -36.7% |
| 5Y | -50.0% | +167.4% | -217.5% | -68.1% |
| 10Y | +413.2% | +826.3% | -413.2% | +90.1% |
| All | +2,605.6% | +369.9% | +2,235.8% | +1,007.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling