+270.1%
DXCM vs CLF
+127.2%
+142.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.2% |
| 7D | -3.2% | +7.6% | -10.8% | -4.1% |
| 30D | +6.3% | -1.2% | +7.5% | +6.3% |
| 3M | +21.1% | -13.4% | +34.5% | +22.3% |
| 6M | +20.6% | +15.4% | +5.2% | +16.8% |
| YTD | +32.4% | -5.9% | +38.3% | +30.7% |
| 1Y | +8.8% | +18.8% | -10.0% | +2.8% |
| 3Y | -13.7% | -19.4% | +5.7% | -17.8% |
| 5Y | -35.2% | -47.7% | +12.5% | -36.2% |
| All | +270.1% | +127.2% | +142.9% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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