+725.3%
CAT vs DXCM
+410.2%
+315.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.9% | +1.5% |
| 7D | -10.3% | -3.5% | -6.8% | -10.1% |
| 30D | -31.2% | -5.8% | -25.4% | -30.9% |
| 3M | -34.7% | -4.3% | -30.3% | -34.5% |
| 6M | -39.5% | +31.6% | -71.0% | -41.6% |
| YTD | -1.7% | +19.6% | -21.3% | -4.2% |
| 1Y | -1.1% | +36.9% | -38.0% | -4.9% |
| 3Y | +143.9% | -16.3% | +160.1% | +139.0% |
| 5Y | +194.8% | -50.0% | +244.8% | +197.2% |
| All | +725.3% | +410.2% | +315.1% | +583.4% |
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 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