+639.5%
CEG vs DXCM
-19.2%
+658.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.9% | +5.1% |
| 7D | +8.0% | -3.2% | +11.2% | +8.4% |
| 30D | +12.9% | +6.3% | +6.6% | +12.0% |
| 3M | +13.2% | +21.1% | -7.9% | +10.1% |
| 6M | -7.0% | +20.6% | -27.6% | -9.6% |
| YTD | -15.0% | +32.4% | -47.4% | -18.5% |
| 1Y | -2.7% | +8.8% | -11.6% | -4.7% |
| 3Y | +184.1% | -13.7% | +197.8% | +175.7% |
| All | +639.5% | -19.2% | +658.6% | +620.0% |
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