+596.3%
CDE vs DXCM
-13.9%
+610.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.7% |
| 7D | -9.6% | +4.9% | -14.6% | -10.4% |
| 30D | -6.7% | -0.2% | -6.5% | -6.8% |
| 3M | -24.2% | -8.9% | -15.3% | -23.1% |
| 6M | -29.1% | +42.3% | -71.4% | -34.8% |
| YTD | -21.5% | +25.6% | -47.1% | -25.5% |
| 1Y | -7.4% | +39.5% | -46.9% | -13.5% |
| 3Y | +596.3% | -15.3% | +611.6% | +439.9% |
| All | +596.3% | -13.9% | +610.2% | +439.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling