+246.7%
CB vs DXCM
+411.4%
-164.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.7% |
| 7D | +0.7% | -3.7% | +4.4% | +0.9% |
| 30D | +8.2% | -5.0% | +13.2% | +8.5% |
| 3M | +6.3% | -8.8% | +15.1% | +6.9% |
| 6M | +16.2% | +31.9% | -15.7% | +13.7% |
| YTD | +19.3% | +20.4% | -1.1% | +17.3% |
| 1Y | +29.2% | +45.7% | -16.5% | +25.4% |
| 3Y | +71.4% | -15.0% | +86.5% | +68.3% |
| 5Y | +104.2% | -48.5% | +152.7% | +104.9% |
| 10Y | +246.7% | +411.2% | -164.6% | +215.9% |
| All | +246.7% | +411.4% | -164.8% | +215.9% |
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