+48.2%
CSX vs DXCM
-50.2%
+98.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.0% | +2.6% | -2.7% |
| 7D | -5.5% | -3.5% | -2.0% | -5.1% |
| 30D | +4.9% | -5.8% | +10.7% | +5.6% |
| 3M | -2.9% | -4.3% | +1.5% | -2.5% |
| 6M | +8.3% | +31.6% | -23.2% | +4.4% |
| YTD | +36.7% | +19.6% | +17.1% | +33.0% |
| 1Y | +41.5% | +36.9% | +4.6% | +35.4% |
| 3Y | +68.6% | -16.3% | +84.9% | +62.8% |
| All | +48.2% | -50.2% | +98.4% | +44.3% |
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 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