-3.8%
CPNG vs DXCM
+35.3%
-39.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -4.6% |
| 7D | -6.9% | -3.6% | -3.2% | -6.2% |
| 30D | +1.1% | -4.3% | +5.4% | +2.0% |
| 3M | -6.3% | -10.4% | +4.1% | -5.0% |
| 6M | -3.8% | +33.1% | -37.0% | -2.6% |
| All | -3.8% | +35.3% | -39.2% | -2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling