+45.7%
DXCM vs CLF
+20.2%
+25.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -1.5% |
| 7D | -3.7% | -9.1% | +5.4% | -3.6% |
| 30D | -5.0% | -0.9% | -4.1% | -5.1% |
| 3M | -8.8% | +3.0% | -11.8% | -9.2% |
| 6M | +31.9% | +16.7% | +15.2% | +29.5% |
| YTD | +20.4% | -3.2% | +23.6% | +18.3% |
| 1Y | +45.7% | +24.6% | +21.1% | +36.8% |
| All | +45.7% | +20.2% | +25.5% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling