+411.2%
DXCM vs CAG
-38.9%
+450.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.3% |
| 7D | -3.7% | +6.6% | -10.3% | -4.3% |
| 30D | -5.0% | +13.9% | -18.9% | -6.3% |
| 3M | -8.8% | +4.0% | -12.9% | -9.3% |
| 6M | +31.9% | +10.0% | +21.9% | +30.2% |
| YTD | +20.4% | -6.1% | +26.6% | +20.4% |
| 1Y | +45.7% | -4.3% | +50.0% | +45.4% |
| 3Y | -15.0% | -34.6% | +19.5% | -12.7% |
| 5Y | -48.5% | -39.4% | -9.0% | -46.4% |
| 10Y | +411.2% | -34.2% | +445.4% | +373.5% |
| All | +411.2% | -38.9% | +450.1% | +373.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling