+95.4%
CAT vs DXCM
+11.0%
+84.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +1.8% |
| 7D | +1.7% | -3.2% | +4.9% | +1.9% |
| 30D | -6.6% | +6.3% | -12.9% | -6.8% |
| 3M | -13.3% | +21.1% | -34.4% | -14.0% |
| 6M | +11.6% | +20.6% | -9.0% | +10.3% |
| YTD | +42.9% | +32.4% | +10.5% | +39.8% |
| 1Y | +95.4% | +8.8% | +86.6% | +94.5% |
| All | +95.4% | +11.0% | +84.5% | +94.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling