-20.0%
CPNG vs DXCM
-19.4%
-0.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -2.7% |
| 7D | -6.3% | -6.2% | 0.0% | -5.6% |
| 30D | -8.7% | -0.3% | -8.5% | -8.7% |
| 3M | -2.4% | +10.3% | -12.8% | -3.6% |
| 6M | -22.3% | +24.1% | -46.5% | -24.3% |
| YTD | -37.2% | +27.4% | -64.6% | -39.0% |
| 1Y | -53.0% | +8.4% | -61.4% | -53.7% |
| 3Y | -20.0% | -19.0% | -1.0% | -19.3% |
| All | -20.0% | -19.4% | -0.6% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling