+10.9%
CARR vs DXCM
-13.9%
+24.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.6% |
| 7D | +3.5% | +4.9% | -1.5% | +3.0% |
| 30D | +0.4% | -0.2% | +0.5% | +0.3% |
| 3M | -14.1% | -8.9% | -5.2% | -13.4% |
| 6M | -16.7% | +42.3% | -59.0% | -20.0% |
| YTD | +4.2% | +25.6% | -21.4% | +1.2% |
| 1Y | -0.2% | +39.5% | -39.7% | -4.0% |
| 3Y | +10.9% | -15.3% | +26.1% | +3.5% |
| All | +10.9% | -13.9% | +24.8% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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