-15.3%
DXCM vs CLF
-22.9%
+7.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +2.6% |
| 7D | +4.9% | +10.4% | -5.4% | +4.2% |
| 30D | -0.2% | +0.6% | -0.7% | -0.6% |
| 3M | -8.9% | +4.1% | -13.0% | -9.7% |
| 6M | +42.3% | +15.1% | +27.2% | +38.8% |
| YTD | +25.6% | -4.7% | +30.3% | +23.6% |
| 1Y | +39.5% | +20.4% | +19.2% | +34.2% |
| 3Y | -15.3% | -23.4% | +8.1% | -23.7% |
| All | -15.3% | -22.9% | +7.6% | -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