+2,662.2%
DXCM vs CAG
+61.2%
+2,601.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -4.4% | +4.6% | -8.9% | -5.6% |
| 30D | -3.6% | +14.7% | -18.3% | -7.5% |
| 3M | -4.3% | +2.4% | -6.7% | -5.3% |
| 6M | +33.8% | +10.7% | +23.0% | +29.0% |
| YTD | +22.1% | -5.5% | +27.7% | +22.3% |
| 1Y | +47.4% | -4.6% | +52.0% | +47.1% |
| 3Y | -12.3% | -34.4% | +22.2% | -4.3% |
| 5Y | -49.1% | -39.2% | -9.9% | -43.6% |
| 10Y | +423.1% | -39.0% | +462.1% | +432.8% |
| All | +2,662.2% | +61.2% | +2,601.0% | +1,149.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling