-32.5%
CDE vs DXCM
+2,810.6%
-2,843.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.5% |
| 7D | +0.5% | -3.2% | +3.7% | +1.2% |
| 30D | +21.9% | +6.3% | +15.5% | +20.3% |
| 3M | +14.9% | +21.1% | -6.2% | +9.4% |
| 6M | -10.5% | +20.6% | -31.1% | -14.9% |
| YTD | +19.3% | +32.4% | -13.2% | +11.5% |
| 1Y | +50.8% | +8.8% | +42.0% | +45.7% |
| 3Y | +782.3% | -13.7% | +796.1% | +746.4% |
| 5Y | +191.7% | -35.2% | +226.9% | +188.4% |
| 10Y | +57.6% | +281.8% | -224.2% | -0.7% |
| All | -32.5% | +2,810.6% | -2,843.1% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling