-23.9%
CPRT vs DXCM
+44.8%
-68.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.6% | -1.6% | +3.6% |
| 7D | +12.6% | +12.5% | +0.1% | +10.0% |
| 30D | +18.0% | +1.8% | +16.2% | +17.3% |
| 3M | +11.0% | +1.8% | +9.2% | +10.1% |
| 6M | -2.0% | +47.4% | -49.4% | -8.9% |
| YTD | -16.7% | +33.3% | -50.0% | -21.6% |
| 1Y | -23.9% | +44.6% | -68.5% | -28.3% |
| All | -23.9% | +44.8% | -68.7% | -28.3% |
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 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