+218.9%
CB vs DXCM
+272.3%
-53.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.8% |
| 7D | +0.5% | -3.2% | +3.7% | +0.7% |
| 30D | -3.1% | +6.3% | -9.4% | -3.5% |
| 3M | +9.0% | +21.1% | -12.1% | +7.4% |
| 6M | +2.9% | +20.6% | -17.7% | +1.3% |
| YTD | +10.1% | +32.4% | -22.3% | +7.7% |
| 1Y | +22.8% | +8.8% | +13.9% | +21.4% |
| 3Y | +73.8% | -13.7% | +87.5% | +70.5% |
| 5Y | +99.2% | -35.2% | +134.4% | +96.4% |
| All | +218.9% | +272.3% | -53.3% | +199.2% |
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