-12.3%
DXCM vs CLF
-27.6%
+15.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.0% | -4.9% | +1.6% |
| 7D | -4.4% | -14.1% | +9.7% | -3.4% |
| 30D | -3.6% | -5.5% | +1.9% | -3.5% |
| 3M | -4.3% | 0.0% | -4.3% | -4.9% |
| 6M | +33.8% | +11.3% | +22.5% | +30.8% |
| YTD | +22.1% | -7.7% | +29.8% | +20.6% |
| 1Y | +47.4% | +17.5% | +29.9% | +42.0% |
| 3Y | -12.3% | -25.4% | +13.2% | -20.4% |
| All | -12.3% | -27.6% | +15.3% | -20.4% |
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