+404.2%
DXCM vs CLF
+104.8%
+299.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.7% | -6.2% |
| 7D | -3.5% | -19.6% | +16.1% | -1.2% |
| 30D | -5.8% | -5.0% | -0.8% | -5.7% |
| 3M | -4.3% | -6.3% | +1.9% | -4.4% |
| 6M | +31.6% | +2.8% | +28.8% | +28.7% |
| YTD | +19.6% | -13.7% | +33.4% | +18.5% |
| 1Y | +36.9% | +13.6% | +23.3% | +30.8% |
| 3Y | -16.3% | -34.0% | +17.7% | -18.5% |
| 5Y | -50.0% | -48.7% | -1.3% | -50.8% |
| All | +404.2% | +104.8% | +299.4% | +302.9% |
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