-69.0%
CPNG vs DXCM
-1.2%
-67.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.9% |
| 7D | -7.4% | -3.2% | -4.2% | -6.7% |
| 30D | -4.4% | +6.3% | -10.8% | -6.0% |
| 3M | -7.5% | +21.1% | -28.6% | -12.5% |
| 6M | -19.9% | +20.6% | -40.5% | -24.6% |
| YTD | -35.2% | +32.4% | -67.6% | -40.6% |
| 1Y | -46.8% | +8.8% | -55.6% | -48.9% |
| 3Y | -20.2% | -13.7% | -6.4% | -26.3% |
| 5Y | -48.4% | -35.2% | -13.3% | -52.1% |
| All | -69.0% | -1.2% | -67.8% | -77.5% |
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