+299.5%
CME vs DXCM
+421.6%
-122.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.6% |
| 7D | -0.6% | -4.4% | +3.8% | -0.2% |
| 30D | +8.5% | -3.6% | +12.2% | +8.8% |
| 3M | +16.0% | -4.3% | +20.4% | +16.3% |
| 6M | +9.3% | +33.8% | -24.4% | +6.2% |
| YTD | +15.3% | +22.1% | -6.8% | +12.7% |
| 1Y | +14.4% | +47.4% | -33.0% | +9.9% |
| 3Y | +59.9% | -12.3% | +72.2% | +55.6% |
| 5Y | +69.4% | -49.1% | +118.5% | +71.7% |
| 10Y | +299.5% | +423.1% | -123.6% | +233.0% |
| All | +299.5% | +421.6% | -122.1% | +233.0% |
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 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