-16.3%
DXCM vs CLF
-33.4%
+17.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.7% | -6.1% |
| 7D | -3.5% | -19.6% | +16.1% | -2.1% |
| 30D | -5.8% | -5.0% | -0.8% | -5.8% |
| 3M | -4.3% | -6.3% | +1.9% | -4.4% |
| 6M | +31.6% | +2.8% | +28.8% | +29.4% |
| YTD | +19.6% | -13.7% | +33.4% | +18.7% |
| 1Y | +36.9% | +13.6% | +23.3% | +32.0% |
| 3Y | -16.3% | -34.0% | +17.7% | -23.7% |
| All | -16.3% | -33.4% | +17.1% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling