+1,228.9%
CB vs DXCM
+2,810.6%
-1,581.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.7% |
| 7D | +0.5% | -3.2% | +3.7% | +0.8% |
| 30D | -3.1% | +6.3% | -9.4% | -3.8% |
| 3M | +9.0% | +21.1% | -12.1% | +6.5% |
| 6M | +2.9% | +20.6% | -17.7% | +0.4% |
| YTD | +10.1% | +32.4% | -22.3% | +6.2% |
| 1Y | +22.8% | +8.8% | +13.9% | +20.6% |
| 3Y | +73.8% | -13.7% | +87.5% | +68.9% |
| 5Y | +99.2% | -35.2% | +134.4% | +95.8% |
| 10Y | +218.2% | +281.8% | -63.6% | +137.7% |
| All | +1,228.9% | +2,810.6% | -1,581.7% | +514.0% |
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 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