+3,189.2%
CVNA vs DXCM
+305.6%
+2,883.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -3.6% |
| 7D | +2.4% | -3.7% | +6.1% | +4.2% |
| 30D | +14.6% | -5.0% | +19.6% | +17.2% |
| 3M | -1.5% | -8.8% | +7.3% | +2.1% |
| 6M | -6.3% | +31.9% | -38.2% | -18.8% |
| YTD | -13.5% | +20.4% | -33.9% | -22.0% |
| 1Y | +13.3% | +45.7% | -32.4% | -6.4% |
| 3Y | +1,150.8% | -15.0% | +1,165.8% | +1,045.8% |
| 5Y | +27.1% | -48.5% | +75.6% | +43.0% |
| All | +3,189.2% | +305.6% | +2,883.6% | +1,990.1% |
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