+3,259.9%
CVNA vs DXCM
+346.1%
+2,913.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.5% |
| 7D | +0.7% | -3.2% | +4.0% | +2.2% |
| 30D | +7.4% | +6.3% | +1.0% | +4.3% |
| 3M | +12.7% | +21.1% | -8.4% | +2.4% |
| 6M | +17.9% | +20.6% | -2.7% | +6.5% |
| YTD | -11.6% | +32.4% | -44.1% | -23.5% |
| 1Y | +0.8% | +8.8% | -8.1% | -6.3% |
| 3Y | +633.4% | -13.7% | +647.2% | +564.5% |
| 5Y | +13.5% | -35.2% | +48.7% | +16.0% |
| All | +3,259.9% | +346.1% | +2,913.8% | +1,951.5% |
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