+325.9%
CMG vs DXCM
+402.7%
-76.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.2% |
| 7D | +2.5% | +4.9% | -2.5% | +1.4% |
| 30D | +15.6% | -0.2% | +15.8% | +15.6% |
| 3M | +8.2% | -8.9% | +17.1% | +10.2% |
| 6M | +9.9% | +42.3% | -32.4% | +0.7% |
| YTD | -4.6% | +25.6% | -30.2% | -10.3% |
| 1Y | +12.4% | +39.5% | -27.1% | +3.2% |
| 3Y | -18.0% | -15.3% | -2.7% | -21.3% |
| 5Y | -5.3% | -48.4% | +43.1% | -2.5% |
| All | +325.9% | +402.7% | -76.8% | +200.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling