+639.7%
CEG vs DXCM
-22.3%
+662.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.9% | +0.5% |
| 7D | +6.7% | -6.2% | +12.9% | +7.5% |
| 30D | +11.0% | -0.3% | +11.2% | +10.9% |
| 3M | +19.5% | +10.3% | +9.2% | +17.7% |
| 6M | -5.9% | +24.1% | -30.0% | -8.9% |
| YTD | -15.0% | +27.4% | -42.3% | -18.1% |
| 1Y | +0.6% | +8.4% | -7.7% | -1.4% |
| 3Y | +180.6% | -19.0% | +199.6% | +175.0% |
| All | +639.7% | -22.3% | +662.0% | +623.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling