+1,515.5%
CME vs DXCM
+2,810.6%
-1,295.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | 0.0% |
| 7D | -1.6% | -3.2% | +1.6% | -1.1% |
| 30D | +6.2% | +6.3% | -0.1% | +5.2% |
| 3M | +10.4% | +21.1% | -10.7% | +6.9% |
| 6M | -9.5% | +20.6% | -30.1% | -12.7% |
| YTD | +6.0% | +32.4% | -26.4% | +0.7% |
| 1Y | +9.3% | +8.8% | +0.4% | +6.3% |
| 3Y | +57.7% | -13.7% | +71.4% | +50.6% |
| 5Y | +77.7% | -35.2% | +112.9% | +72.7% |
| 10Y | +281.2% | +281.8% | -0.6% | +148.2% |
| All | +1,515.5% | +2,810.6% | -1,295.0% | +394.2% |
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