+3,981.8%
CMG vs DXCM
+1,931.0%
+2,050.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | +8.0% | -3.7% | +11.7% | +8.7% |
| 30D | +13.7% | -5.0% | +18.7% | +14.8% |
| 3M | +11.8% | -8.8% | +20.6% | +13.5% |
| 6M | +10.6% | +31.9% | -21.3% | +4.3% |
| YTD | -2.9% | +20.4% | -23.3% | -7.0% |
| 1Y | +17.8% | +45.7% | -27.9% | +8.8% |
| 3Y | -15.3% | -15.0% | -0.3% | -17.8% |
| 5Y | -0.9% | -48.5% | +47.6% | +2.7% |
| 10Y | +358.4% | +411.2% | -52.9% | +205.1% |
| All | +3,981.8% | +1,931.0% | +2,050.8% | +1,349.2% |
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