+674.0%
CAT vs DXCM
+411.4%
+262.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.3% |
| 7D | -6.3% | -3.7% | -2.6% | -6.0% |
| 30D | -26.8% | -5.0% | -21.8% | -26.5% |
| 3M | -30.0% | -8.8% | -21.2% | -29.6% |
| 6M | -34.6% | +31.9% | -66.4% | -36.9% |
| YTD | +2.9% | +20.4% | -17.5% | +0.2% |
| 1Y | +3.3% | +45.7% | -42.5% | -1.3% |
| 3Y | +153.7% | -15.0% | +168.7% | +148.2% |
| 5Y | +207.3% | -48.5% | +255.8% | +209.0% |
| 10Y | +674.0% | +411.2% | +262.8% | +536.0% |
| All | +674.0% | +411.4% | +262.6% | +536.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling