+64.0%
CVX vs DXCM
-18.8%
+82.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.8% | -0.1% |
| 7D | -9.7% | -3.5% | -6.2% | -9.7% |
| 30D | +3.6% | -5.8% | +9.4% | +3.7% |
| 3M | +13.3% | -4.3% | +17.7% | +13.4% |
| 6M | +16.9% | +31.6% | -14.7% | +16.3% |
| YTD | +43.4% | +19.6% | +23.7% | +42.8% |
| 1Y | +44.5% | +36.9% | +7.6% | +43.4% |
| 3Y | +64.0% | -16.3% | +80.2% | +58.2% |
| All | +64.0% | -18.8% | +82.8% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling