+2,777.7%
DXCM vs CLF
-13.8%
+2,791.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -12.2% | +7.7% | -2.5% |
| 7D | +5.7% | -21.0% | +26.6% | +9.6% |
| 30D | +1.3% | -8.0% | +9.3% | +1.9% |
| 3M | +2.2% | -10.9% | +13.1% | +3.0% |
| 6M | +42.0% | +5.8% | +36.2% | +36.9% |
| YTD | +27.3% | -15.1% | +42.4% | +25.9% |
| 1Y | +42.5% | +7.2% | +35.2% | +35.2% |
| 3Y | -13.3% | -34.2% | +20.8% | -16.4% |
| 5Y | -46.8% | -49.6% | +2.8% | -48.0% |
| 10Y | +445.8% | +109.9% | +335.9% | +244.2% |
| All | +2,777.7% | -13.8% | +2,791.4% | +1,006.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling