+202.9%
CDE vs DXCM
-38.0%
+241.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -2.0% | -6.5% | +4.5% | -0.5% |
| 30D | +15.7% | -4.3% | +20.0% | +16.7% |
| 3M | +30.5% | +7.3% | +23.2% | +27.5% |
| 6M | -7.4% | +22.0% | -29.4% | -12.4% |
| YTD | +17.9% | +26.4% | -8.5% | +11.0% |
| 1Y | +46.7% | +7.0% | +39.7% | +42.0% |
| 3Y | +851.3% | -19.6% | +870.9% | +823.6% |
| 5Y | +202.9% | -39.3% | +242.2% | +193.0% |
| All | +202.9% | -38.0% | +241.0% | +193.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling