+51.1%
CSX vs DXCM
+40.8%
+10.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.9% |
| 7D | +6.0% | +4.9% | +1.0% | +5.5% |
| 30D | +7.8% | -0.2% | +8.0% | +7.9% |
| 3M | +4.1% | -8.9% | +13.0% | +4.8% |
| 6M | +17.9% | +42.3% | -24.4% | +13.5% |
| YTD | +44.9% | +25.6% | +19.3% | +41.5% |
| 1Y | +51.1% | +39.5% | +11.6% | +45.6% |
| All | +51.1% | +40.8% | +10.4% | +45.6% |
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 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