+4,100.0%
CMG vs DXCM
+2,133.8%
+1,966.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.3% |
| 7D | -2.8% | -3.2% | +0.4% | -2.2% |
| 30D | +7.1% | +6.3% | +0.8% | +5.9% |
| 3M | +31.2% | +21.1% | +10.1% | +26.0% |
| 6M | +0.7% | +20.6% | -19.9% | -3.4% |
| YTD | -0.1% | +32.4% | -32.5% | -5.9% |
| 1Y | -10.7% | +8.8% | -19.6% | -13.2% |
| 3Y | -4.7% | -13.7% | +9.1% | -8.0% |
| 5Y | -3.8% | -35.2% | +31.4% | -4.3% |
| 10Y | +352.5% | +281.8% | +70.7% | +214.1% |
| All | +4,100.0% | +2,133.8% | +1,966.2% | +1,367.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling