+107.8%
CB vs DXCM
-48.7%
+156.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.9% |
| 7D | +2.9% | +4.9% | -2.0% | +2.7% |
| 30D | +7.3% | -0.2% | +7.5% | +7.3% |
| 3M | +9.4% | -8.9% | +18.3% | +9.9% |
| 6M | +19.6% | +42.3% | -22.6% | +17.1% |
| YTD | +21.5% | +25.6% | -4.1% | +19.6% |
| 1Y | +28.0% | +39.5% | -11.5% | +25.2% |
| 3Y | +74.9% | -15.3% | +90.1% | +71.0% |
| All | +107.8% | -48.7% | +156.5% | +106.5% |
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