+27.2%
CB vs DXCM
+40.2%
-13.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | 0.0% | -3.6% | +3.7% | +0.3% |
| 30D | +7.4% | -4.3% | +11.7% | +7.6% |
| 3M | +8.6% | -10.4% | +19.0% | +9.1% |
| 6M | +16.1% | +33.1% | -17.0% | +14.7% |
| YTD | +20.2% | +22.6% | -2.4% | +18.3% |
| 1Y | +27.2% | +36.5% | -9.3% | +24.6% |
| All | +27.2% | +40.2% | -13.0% | +24.6% |
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