-54.6%
CDE vs DXCM
+2,595.0%
-2,649.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -5.1% |
| 7D | -2.3% | -3.6% | +1.4% | -1.6% |
| 30D | -12.1% | -4.3% | -7.7% | -11.3% |
| 3M | -23.9% | -10.4% | -13.6% | -22.4% |
| 6M | -29.0% | +33.1% | -62.1% | -34.1% |
| YTD | -19.7% | +22.6% | -42.3% | -23.9% |
| 1Y | -8.4% | +36.5% | -44.9% | -15.0% |
| 3Y | +578.5% | -13.5% | +591.9% | +553.6% |
| 5Y | +100.2% | -49.6% | +149.9% | +108.9% |
| 10Y | +56.5% | +399.5% | -343.0% | -6.9% |
| All | -54.6% | +2,595.0% | -2,649.6% | -87.4% |
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