+10.9%
CMG vs DXCM
+44.8%
-33.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.6% | -0.8% | +4.4% |
| 7D | +22.5% | +12.5% | +10.0% | +19.7% |
| 30D | +14.1% | +1.8% | +12.3% | +13.4% |
| 3M | +4.1% | +1.8% | +2.3% | +3.3% |
| 6M | +10.1% | +47.4% | -37.3% | -1.4% |
| YTD | -4.9% | +33.3% | -38.2% | -11.7% |
| 1Y | +10.9% | +44.6% | -33.7% | +1.9% |
| All | +10.9% | +44.8% | -33.9% | +1.9% |
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