-10.7%
CMG vs DXCM
+11.0%
-21.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.2% |
| 7D | -2.8% | -3.2% | +0.4% | -2.2% |
| 30D | +7.1% | +6.3% | +0.8% | +5.8% |
| 3M | +31.2% | +21.1% | +10.1% | +25.1% |
| 6M | +0.7% | +20.6% | -19.9% | -4.8% |
| YTD | -0.1% | +32.4% | -32.5% | -7.4% |
| 1Y | -10.7% | +8.8% | -19.6% | -13.7% |
| All | -10.7% | +11.0% | -21.7% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling