-5.7%
CMG vs DXCM
-38.0%
+32.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | -6.5% | -6.5% | 0.0% | -5.0% |
| 30D | +12.1% | -4.3% | +16.4% | +13.2% |
| 3M | +20.6% | +7.3% | +13.3% | +17.9% |
| 6M | +2.1% | +22.0% | -19.9% | -3.5% |
| YTD | -2.6% | +26.4% | -29.0% | -8.8% |
| 1Y | -8.7% | +7.0% | -15.7% | -11.6% |
| 3Y | -7.4% | -19.6% | +12.2% | -11.6% |
| 5Y | -5.7% | -39.3% | +33.6% | -6.9% |
| All | -5.7% | -38.0% | +32.4% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling