+1,350.1%
CB vs DXCM
+2,696.7%
-1,346.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.9% | -0.2% |
| 7D | +2.6% | +5.7% | -3.1% | +2.0% |
| 30D | +11.2% | +1.3% | +9.9% | +11.0% |
| 3M | +5.7% | +2.2% | +3.6% | +5.3% |
| 6M | +15.9% | +42.0% | -26.1% | +11.2% |
| YTD | +20.2% | +27.3% | -7.1% | +16.3% |
| 1Y | +32.4% | +42.5% | -10.1% | +26.5% |
| 3Y | +75.5% | -13.3% | +88.8% | +70.9% |
| 5Y | +105.5% | -46.8% | +152.3% | +106.7% |
| 10Y | +258.5% | +445.8% | -187.3% | +156.2% |
| All | +1,350.1% | +2,696.7% | -1,346.6% | +572.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling