+21.4%
CVNA vs DXCM
-48.7%
+70.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.0% |
| 7D | -1.6% | +4.9% | -6.6% | -3.9% |
| 30D | +24.9% | -0.2% | +25.0% | +25.0% |
| 3M | -1.8% | -8.9% | +7.1% | +2.3% |
| 6M | +3.5% | +42.3% | -38.7% | -15.3% |
| YTD | -14.3% | +25.6% | -39.8% | -25.4% |
| 1Y | +13.6% | +39.5% | -25.9% | -6.4% |
| 3Y | +1,163.4% | -15.3% | +1,178.7% | +997.6% |
| All | +21.4% | -48.7% | +70.1% | +24.6% |
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 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