+166.0%
CAT vs DXCM
-13.1%
+179.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.1% | +5.1% | +7.1% |
| 7D | -2.4% | -4.4% | +2.0% | -2.1% |
| 30D | -25.0% | -3.6% | -21.4% | -24.9% |
| 3M | -28.7% | -4.3% | -24.4% | -28.6% |
| 6M | -33.0% | +33.8% | -66.7% | -35.3% |
| YTD | +5.4% | +22.1% | -16.7% | +2.7% |
| 1Y | +7.3% | +47.4% | -40.1% | +2.8% |
| 3Y | +166.0% | -12.3% | +178.3% | +162.8% |
| All | +166.0% | -13.1% | +179.1% | +162.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling