+3.3%
CAT vs DXCM
+44.9%
-41.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.4% |
| 7D | -6.3% | -3.7% | -2.6% | -6.2% |
| 30D | -26.8% | -5.0% | -21.8% | -26.6% |
| 3M | -30.0% | -8.8% | -21.2% | -29.8% |
| 6M | -34.6% | +31.9% | -66.4% | -38.1% |
| YTD | +2.9% | +20.4% | -17.5% | -0.2% |
| 1Y | +3.3% | +45.7% | -42.5% | -1.0% |
| All | +3.3% | +44.9% | -41.6% | -1.0% |
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 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