+3,331.2%
CSX vs DXCM
+2,829.8%
+501.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.6% | -4.0% | +1.6% |
| 7D | +0.1% | +12.5% | -12.4% | -1.7% |
| 30D | +9.7% | +1.8% | +7.9% | +9.3% |
| 3M | +2.3% | +1.8% | +0.5% | +1.7% |
| 6M | +17.1% | +47.4% | -30.3% | +9.4% |
| YTD | +44.9% | +33.3% | +11.6% | +37.2% |
| 1Y | +47.1% | +44.6% | +2.5% | +37.3% |
| 3Y | +78.6% | -9.2% | +87.8% | +71.2% |
| 5Y | +57.2% | -43.8% | +101.0% | +57.8% |
| 10Y | +479.2% | +471.8% | +7.4% | +267.4% |
| All | +3,331.2% | +2,829.8% | +501.4% | +1,189.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling