+79.1%
CME vs DXCM
-35.5%
+114.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.2% |
| 7D | -1.6% | -3.2% | +1.6% | -1.4% |
| 30D | +6.2% | +6.3% | -0.1% | +6.0% |
| 3M | +10.4% | +21.1% | -10.7% | +9.4% |
| 6M | -9.5% | +20.6% | -30.1% | -10.4% |
| YTD | +6.0% | +32.4% | -26.4% | +4.5% |
| 1Y | +9.3% | +8.8% | +0.4% | +8.7% |
| 3Y | +57.7% | -13.7% | +71.4% | +55.5% |
| All | +79.1% | -35.5% | +114.6% | +78.6% |
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