+2,779.4%
DXCM vs CNQ
+1,306.9%
+1,472.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.8% | +1.0% |
| 7D | -5.8% | -0.7% | -5.1% | -5.7% |
| 30D | -5.6% | +6.7% | -12.3% | -7.2% |
| 3M | +13.0% | +12.8% | +0.2% | +9.3% |
| 6M | +24.7% | +13.3% | +11.3% | +19.4% |
| YTD | +27.3% | +53.1% | -25.7% | +12.5% |
| 1Y | +11.2% | +66.1% | -54.9% | -4.0% |
| 3Y | -19.0% | +75.4% | -94.4% | -32.6% |
| 5Y | -38.5% | +288.1% | -326.6% | -59.7% |
| 10Y | +263.6% | +423.6% | -160.0% | +90.2% |
| All | +2,779.4% | +1,306.9% | +1,472.5% | +790.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling