+100.6%
CB vs DXCM
-48.9%
+149.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | -1.5% | -4.4% | +2.9% | -1.3% |
| 30D | +6.5% | -3.6% | +10.1% | +6.7% |
| 3M | +4.1% | -4.3% | +8.4% | +4.2% |
| 6M | +14.4% | +33.8% | -19.4% | +12.4% |
| YTD | +17.5% | +22.1% | -4.6% | +15.8% |
| 1Y | +27.5% | +47.4% | -19.9% | +24.4% |
| 3Y | +71.6% | -12.3% | +83.9% | +66.9% |
| 5Y | +100.6% | -49.1% | +149.7% | +99.1% |
| All | +100.6% | -48.9% | +149.5% | +99.1% |
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