+598.5%
CEG vs DXCM
-25.2%
+623.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.7% |
| 7D | +17.8% | -3.6% | +21.5% | +18.3% |
| 30D | -4.5% | -4.3% | -0.2% | -4.3% |
| 3M | +1.5% | -10.4% | +11.9% | +2.4% |
| 6M | -3.5% | +33.1% | -36.6% | -7.8% |
| YTD | -19.7% | +22.6% | -42.3% | -22.6% |
| 1Y | -19.8% | +36.5% | -56.3% | -23.7% |
| 3Y | +136.4% | -13.5% | +149.9% | +128.1% |
| All | +598.5% | -25.2% | +623.7% | +583.9% |
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 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