+13.5%
CSX vs DXCM
+39.5%
-26.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -2.3% |
| 7D | -2.7% | +5.7% | -8.4% | -2.6% |
| 30D | +7.0% | +1.3% | +5.7% | +7.1% |
| 3M | -0.3% | +2.2% | -2.5% | -0.1% |
| 6M | +13.5% | +42.0% | -28.5% | +17.3% |
| All | +13.5% | +39.5% | -26.0% | +17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling