-5.7%
CPRT vs DXCM
-35.5%
+29.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.8% |
| 7D | +2.2% | -3.2% | +5.4% | +2.8% |
| 30D | +16.6% | +6.3% | +10.3% | +15.2% |
| 3M | +9.6% | +21.1% | -11.5% | +5.4% |
| 6M | -11.1% | +20.6% | -31.7% | -14.7% |
| YTD | -13.9% | +32.4% | -46.3% | -18.8% |
| 1Y | -32.5% | +8.8% | -41.4% | -34.4% |
| 3Y | -25.0% | -13.7% | -11.3% | -28.9% |
| All | -5.7% | -35.5% | +29.9% | -8.6% |
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 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