+363.9%
CPRT vs DXCM
+391.0%
-27.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | -1.5% | -3.6% | +2.2% | -0.9% |
| 30D | +21.4% | -4.3% | +25.7% | +22.2% |
| 3M | +10.4% | -10.4% | +20.7% | +12.4% |
| 6M | -4.3% | +33.1% | -37.4% | -9.4% |
| YTD | -18.3% | +22.6% | -40.9% | -21.7% |
| 1Y | -22.5% | +36.5% | -59.0% | -27.2% |
| 3Y | -34.3% | -13.5% | -20.9% | -36.9% |
| 5Y | -17.8% | -49.6% | +31.9% | -15.8% |
| All | +363.9% | +391.0% | -27.1% | +248.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling