+103.2%
CB vs DXCM
-50.2%
+153.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.0% | +4.2% | -1.4% |
| 7D | +0.2% | -3.5% | +3.7% | +0.4% |
| 30D | +9.1% | -5.8% | +14.9% | +9.4% |
| 3M | +3.4% | -4.3% | +7.8% | +3.6% |
| 6M | +14.1% | +31.6% | -17.5% | +12.2% |
| YTD | +18.0% | +19.6% | -1.6% | +16.5% |
| 1Y | +30.1% | +36.9% | -6.7% | +27.5% |
| 3Y | +71.8% | -16.3% | +88.0% | +67.8% |
| All | +103.2% | -50.2% | +153.4% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling