+130.1%
CEG vs DXCM
-17.0%
+147.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.6% |
| 7D | +11.8% | -9.2% | +21.0% | +12.6% |
| 30D | -6.5% | -6.5% | 0.0% | -6.2% |
| 3M | -1.2% | -10.3% | +9.1% | -0.5% |
| 6M | -8.0% | +35.4% | -43.5% | -11.7% |
| YTD | -21.9% | +21.1% | -43.0% | -24.2% |
| 1Y | -21.4% | +38.2% | -59.7% | -24.7% |
| All | +130.1% | -17.0% | +147.1% | +124.9% |
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