+54.3%
CDE vs DXCM
+266.8%
-212.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.3% |
| 7D | -6.1% | -5.8% | -0.3% | -5.0% |
| 30D | +9.5% | -5.6% | +15.1% | +10.6% |
| 3M | +32.0% | +13.0% | +19.0% | +27.9% |
| 6M | -12.8% | +24.7% | -37.5% | -17.3% |
| YTD | +14.2% | +27.3% | -13.1% | +8.1% |
| 1Y | +36.3% | +11.2% | +25.1% | +31.5% |
| 3Y | +821.4% | -19.0% | +840.4% | +798.2% |
| 5Y | +194.3% | -38.5% | +232.7% | +191.7% |
| All | +54.3% | +266.8% | -212.5% | +50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling