+1,665.1%
CME vs DXCM
+2,529.5%
-864.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.5% | +0.5% |
| 7D | +0.9% | -3.5% | +4.4% | +1.4% |
| 30D | +13.2% | -5.8% | +19.0% | +14.0% |
| 3M | +16.3% | -4.3% | +20.6% | +16.8% |
| 6M | +7.1% | +31.6% | -24.4% | +2.0% |
| YTD | +15.8% | +19.6% | -3.8% | +11.4% |
| 1Y | +17.1% | +36.9% | -19.8% | +10.2% |
| 3Y | +63.2% | -16.3% | +79.4% | +57.1% |
| 5Y | +70.2% | -50.0% | +120.2% | +72.6% |
| 10Y | +337.0% | +413.2% | -76.2% | +169.2% |
| All | +1,665.1% | +2,529.5% | -864.4% | +447.1% |
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 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