+260.9%
DXCM vs CAG
-35.6%
+296.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -6.5% | -6.6% | +0.1% | -5.8% |
| 30D | -4.3% | +2.3% | -6.6% | -4.5% |
| 3M | +7.3% | +16.3% | -9.0% | +5.6% |
| 6M | +22.0% | -16.0% | +38.1% | +23.6% |
| YTD | +26.4% | -7.7% | +34.1% | +26.7% |
| 1Y | +7.0% | -16.0% | +23.0% | +8.2% |
| 3Y | -19.6% | -37.7% | +18.1% | -17.1% |
| 5Y | -39.3% | -41.2% | +1.9% | -36.7% |
| 10Y | +260.9% | -33.8% | +294.7% | +275.3% |
| All | +260.9% | -35.6% | +296.5% | +275.3% |
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