+34.0%
CDE vs DXCM
+8.9%
+25.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +2.9% | +1.5% |
| 7D | -3.1% | -5.5% | +2.4% | -2.1% |
| 30D | +9.5% | -8.6% | +18.0% | +11.1% |
| 3M | +25.5% | +10.3% | +15.1% | +22.2% |
| 6M | -7.9% | +25.2% | -33.1% | -13.7% |
| YTD | +15.6% | +25.1% | -9.5% | +10.0% |
| 1Y | +34.0% | +9.2% | +24.8% | +24.6% |
| All | +34.0% | +8.9% | +25.1% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling