+322.0%
CMG vs DXCM
+260.4%
+61.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.6% |
| 7D | -2.1% | -5.5% | +3.5% | -0.9% |
| 30D | +10.9% | -8.6% | +19.5% | +13.0% |
| 3M | +15.8% | +10.3% | +5.5% | +12.8% |
| 6M | +6.9% | +25.2% | -18.3% | +1.0% |
| YTD | -2.2% | +25.1% | -27.3% | -7.7% |
| 1Y | -7.1% | +9.2% | -16.3% | -10.3% |
| 3Y | -7.1% | -22.6% | +15.5% | -9.2% |
| 5Y | -4.8% | -39.5% | +34.8% | -5.1% |
| All | +322.0% | +260.4% | +61.6% | +215.6% |
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