+257.0%
DXCM vs CNQ
+426.2%
-169.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -5.5% | +0.1% | -5.7% | -5.6% |
| 30D | -8.6% | +6.2% | -14.8% | -9.5% |
| 3M | +10.3% | +12.4% | -2.0% | +7.9% |
| 6M | +25.2% | +9.0% | +16.2% | +22.5% |
| YTD | +25.1% | +52.2% | -27.1% | +14.9% |
| 1Y | +9.2% | +65.0% | -55.8% | -1.3% |
| 3Y | -22.6% | +78.8% | -101.5% | -32.3% |
| 5Y | -39.5% | +286.0% | -325.5% | -55.0% |
| All | +257.0% | +426.2% | -169.3% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 10y: compounded portfolio wealth divided by compounded CNQ 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…
10y analysis · Full analysis span regression · 6 months rolling