+518.2%
CEG vs DXCM
-27.0%
+545.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.0% | +10.3% | +4.9% |
| 7D | -4.7% | -3.5% | -1.2% | -4.5% |
| 30D | -16.6% | -5.8% | -10.8% | -16.2% |
| 3M | -4.1% | -4.3% | +0.2% | -4.1% |
| 6M | -22.3% | +31.6% | -53.9% | -25.7% |
| YTD | -28.9% | +19.6% | -48.6% | -31.3% |
| 1Y | -28.5% | +36.9% | -65.3% | -32.1% |
| 3Y | +104.3% | -16.3% | +120.6% | +97.8% |
| All | +518.2% | -27.0% | +545.2% | +506.8% |
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