-54.3%
CPNG vs DXCM
+8.4%
-62.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -5.4% | -5.8% | +0.4% | -4.6% |
| 30D | -11.1% | -5.6% | -5.5% | -10.4% |
| 3M | -3.0% | +13.0% | -16.0% | -4.7% |
| 6M | -23.5% | +24.7% | -48.2% | -25.3% |
| YTD | -37.8% | +27.3% | -65.1% | -39.3% |
| 1Y | -54.3% | +11.2% | -65.5% | -55.6% |
| All | -54.3% | +8.4% | -62.7% | -55.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling