+2,894.9%
DXCM vs CAG
+61.4%
+2,833.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -3.2% | -3.8% | +0.6% | -2.2% |
| 30D | +6.3% | +3.1% | +3.2% | +5.3% |
| 3M | +21.1% | +23.5% | -2.4% | +13.5% |
| 6M | +20.6% | -14.8% | +35.4% | +25.5% |
| YTD | +32.4% | -5.4% | +37.9% | +32.9% |
| 1Y | +8.8% | -11.8% | +20.6% | +11.3% |
| 3Y | -13.7% | -36.7% | +22.9% | -4.8% |
| 5Y | -35.2% | -40.3% | +5.1% | -27.7% |
| 10Y | +281.8% | -37.0% | +318.8% | +281.3% |
| All | +2,894.9% | +61.4% | +2,833.5% | +1,257.6% |
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