+2,605.6%
DXCM vs CAG
+60.7%
+2,544.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.2% | -5.5% |
| 7D | -3.5% | +5.8% | -9.3% | -5.0% |
| 30D | -5.8% | +16.4% | -22.2% | -10.0% |
| 3M | -4.3% | +3.8% | -8.2% | -5.7% |
| 6M | +31.6% | +10.8% | +20.7% | +26.9% |
| YTD | +19.6% | -5.8% | +25.5% | +19.9% |
| 1Y | +36.9% | -2.4% | +39.3% | +35.6% |
| 3Y | -16.3% | -33.4% | +17.2% | -9.1% |
| 5Y | -50.0% | -39.4% | -10.6% | -44.6% |
| 10Y | +413.2% | -37.5% | +450.6% | +415.1% |
| All | +2,605.6% | +60.7% | +2,544.9% | +1,125.0% |
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