+7.0%
DXCM vs CAI
-31.0%
+38.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.4% |
| 7D | -6.5% | -3.1% | -3.4% | -6.1% |
| 30D | -4.3% | +2.7% | -7.0% | -4.8% |
| 3M | +7.3% | +41.7% | -34.4% | +1.9% |
| 6M | +22.0% | +26.5% | -4.4% | +16.5% |
| YTD | +26.4% | -10.9% | +37.3% | +25.8% |
| 1Y | +7.0% | -29.2% | +36.2% | +13.1% |
| All | +7.0% | -31.0% | +38.0% | +13.1% |
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