+3,206.8%
CVNA vs DXCM
+325.7%
+2,881.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.4% |
| 7D | -1.0% | -6.5% | +5.5% | +1.9% |
| 30D | -1.0% | -4.3% | +3.3% | +0.7% |
| 3M | +5.5% | +7.3% | -1.8% | +1.1% |
| 6M | +11.8% | +22.0% | -10.2% | +0.4% |
| YTD | -13.0% | +26.4% | -39.4% | -23.2% |
| 1Y | -2.1% | +7.0% | -9.1% | -8.3% |
| 3Y | +681.6% | -19.6% | +701.2% | +632.3% |
| 5Y | +11.6% | -39.3% | +50.9% | +17.3% |
| All | +3,206.8% | +325.7% | +2,881.1% | +1,960.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling