-44.1%
CPNG vs DXCM
-48.6%
+4.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | +7.2% | -3.7% | +10.9% | +8.4% |
| 30D | +3.2% | -5.0% | +8.2% | +4.6% |
| 3M | +0.9% | -8.8% | +9.7% | +3.2% |
| 6M | -3.8% | +31.9% | -35.7% | -11.5% |
| YTD | -30.8% | +20.4% | -51.2% | -34.9% |
| 1Y | -43.5% | +45.7% | -89.3% | -49.7% |
| 3Y | +6.6% | -15.0% | +21.6% | -2.0% |
| All | -44.1% | -48.6% | +4.6% | -43.0% |
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 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