+158.3%
CAT vs DXCM
-13.9%
+172.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.0% |
| 7D | +7.4% | +4.9% | +2.5% | +7.1% |
| 30D | -19.7% | -0.2% | -19.5% | -19.7% |
| 3M | -29.6% | -8.9% | -20.7% | -29.2% |
| 6M | -33.2% | +42.3% | -75.5% | -35.9% |
| YTD | +5.7% | +25.6% | -19.9% | +2.8% |
| 1Y | +9.3% | +39.5% | -30.2% | +5.4% |
| 3Y | +158.3% | -15.3% | +173.6% | +157.7% |
| All | +158.3% | -13.9% | +172.2% | +157.7% |
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