+39.5%
DXCM vs CAI
-6.2%
+45.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.2% | +2.8% |
| 7D | +4.9% | -8.7% | +13.6% | +5.9% |
| 30D | -0.2% | -23.8% | +23.7% | +2.4% |
| 3M | -8.9% | +3.9% | -12.8% | -9.7% |
| 6M | +42.3% | +56.8% | -14.6% | +33.5% |
| YTD | +25.6% | -14.6% | +40.2% | +19.9% |
| 1Y | +39.5% | -5.2% | +44.7% | +32.7% |
| All | +39.5% | -6.2% | +45.7% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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