+305.8%
CME vs DXCM
+412.4%
-106.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +2.5% | -9.2% | +11.7% | +3.3% |
| 30D | +13.9% | -6.5% | +20.4% | +14.5% |
| 3M | +22.4% | -10.3% | +32.6% | +23.3% |
| 6M | +12.9% | +35.4% | -22.5% | +9.5% |
| YTD | +19.6% | +21.1% | -1.5% | +17.0% |
| 1Y | +17.7% | +38.2% | -20.5% | +13.7% |
| 3Y | +65.3% | -14.6% | +79.9% | +61.4% |
| 5Y | +75.1% | -49.6% | +124.7% | +77.7% |
| 10Y | +305.8% | +393.1% | -87.3% | +237.1% |
| All | +305.8% | +412.4% | -106.7% | +237.1% |
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