+44.6%
DXCM vs CART
+61.3%
-16.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.6% | +5.1% | +6.4% |
| 7D | +12.5% | +1.4% | +11.2% | +12.3% |
| 30D | +1.8% | +29.7% | -27.9% | -1.9% |
| 3M | +1.8% | +29.7% | -28.0% | -2.2% |
| 6M | +47.4% | +36.8% | +10.6% | +39.9% |
| YTD | +33.3% | +31.7% | +1.7% | +24.2% |
| 1Y | +44.6% | +62.4% | -17.8% | +31.9% |
| All | +44.6% | +61.3% | -16.7% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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