-48.5%
DXCM vs CLF
-42.3%
-6.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -2.0% |
| 7D | -3.7% | -9.1% | +5.4% | -2.7% |
| 30D | -5.0% | -0.9% | -4.1% | -5.4% |
| 3M | -8.8% | +3.0% | -11.8% | -10.0% |
| 6M | +31.9% | +16.7% | +15.2% | +26.2% |
| YTD | +20.4% | -3.2% | +23.6% | +17.2% |
| 1Y | +45.7% | +24.6% | +21.1% | +36.0% |
| 3Y | -15.0% | -22.3% | +7.3% | -19.8% |
| 5Y | -48.5% | -41.2% | -7.3% | -49.9% |
| All | -48.5% | -42.3% | -6.1% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling