+789.8%
CVX vs DXCM
+2,584.4%
-1,794.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | -7.5% | -4.4% | -3.1% | -7.1% |
| 30D | -0.6% | -3.6% | +3.0% | -0.3% |
| 3M | +14.0% | -4.3% | +18.3% | +14.3% |
| 6M | +18.1% | +33.8% | -15.6% | +13.7% |
| YTD | +42.2% | +22.1% | +20.0% | +37.8% |
| 1Y | +41.3% | +47.4% | -6.1% | +34.0% |
| 3Y | +68.3% | -12.3% | +80.6% | +63.3% |
| 5Y | +122.0% | -49.1% | +171.1% | +124.0% |
| 10Y | +198.6% | +423.1% | -224.6% | +110.6% |
| All | +789.8% | +2,584.4% | -1,794.6% | +287.5% |
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