+810.1%
CDE vs DXCM
-19.6%
+829.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -2.0% | -6.5% | +4.5% | -0.9% |
| 30D | +15.7% | -4.3% | +20.0% | +16.5% |
| 3M | +30.5% | +7.3% | +23.2% | +28.4% |
| 6M | -7.4% | +22.0% | -29.4% | -11.2% |
| YTD | +17.9% | +26.4% | -8.5% | +12.8% |
| 1Y | +46.7% | +7.0% | +39.7% | +43.0% |
| All | +810.1% | -19.6% | +829.7% | +678.7% |
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