+8.4%
DXCM vs CAG
-15.1%
+23.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.7% |
| 7D | -6.2% | -5.3% | -0.9% | -5.6% |
| 30D | -0.3% | +1.0% | -1.3% | -0.4% |
| 3M | +10.3% | +17.4% | -7.0% | +8.1% |
| 6M | +24.1% | -16.8% | +40.9% | +21.8% |
| YTD | +27.4% | -6.8% | +34.1% | +24.9% |
| 1Y | +8.4% | -15.4% | +23.8% | +6.4% |
| All | +8.4% | -15.1% | +23.5% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling