+7.7%
CARR vs DXCM
-39.5%
+47.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.0% | -2.4% |
| 7D | -4.1% | -5.8% | +1.7% | -3.2% |
| 30D | -11.0% | -5.6% | -5.4% | -10.1% |
| 3M | -16.4% | +13.0% | -29.4% | -18.5% |
| 6M | -2.4% | +24.7% | -27.0% | -6.6% |
| YTD | +8.4% | +27.3% | -18.9% | +3.1% |
| 1Y | -8.0% | +11.2% | -19.2% | -10.8% |
| 3Y | +0.6% | -19.0% | +19.6% | -2.9% |
| 5Y | +7.7% | -38.5% | +46.2% | +3.4% |
| All | +7.7% | -39.5% | +47.2% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling