+0.1%
DXCM vs CAI
-5.3%
+5.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.7% | +1.9% |
| 7D | -4.4% | -20.3% | +16.0% | -1.7% |
| 30D | -3.6% | -13.9% | +10.3% | -2.2% |
| 3M | -4.3% | +12.4% | -16.8% | -6.7% |
| 6M | +33.8% | +58.3% | -24.6% | +23.1% |
| YTD | +22.1% | -5.2% | +27.4% | +20.1% |
| 1Y | +47.4% | -0.2% | +47.6% | +43.0% |
| All | +0.1% | -5.3% | +5.4% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling