+441.9%
CARR vs DXCM
+83.9%
+358.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.4% |
| 7D | +1.6% | -3.2% | +4.8% | +2.1% |
| 30D | -8.7% | +6.3% | -15.1% | -9.7% |
| 3M | -12.6% | +21.1% | -33.7% | -15.7% |
| 6M | -1.5% | +20.6% | -22.1% | -5.2% |
| YTD | +14.3% | +32.4% | -18.1% | +8.1% |
| 1Y | -4.6% | +8.8% | -13.4% | -7.1% |
| 3Y | +7.3% | -13.7% | +21.1% | +2.8% |
| 5Y | +11.6% | -35.2% | +46.8% | +8.1% |
| All | +441.9% | +83.9% | +358.0% | +395.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling