-13.6%
DXCM vs CART
+39.2%
-52.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -3.6% | +1.2% | -4.8% | -3.8% |
| 30D | -4.3% | +17.8% | -22.1% | -7.1% |
| 3M | -10.4% | +20.7% | -31.1% | -13.5% |
| 6M | +33.1% | +49.7% | -16.6% | +23.2% |
| YTD | +22.6% | +30.0% | -7.4% | +15.5% |
| 1Y | +36.5% | +48.4% | -11.9% | +25.2% |
| 3Y | -13.5% | +132.0% | -145.4% | -27.2% |
| All | -13.6% | +39.2% | -52.8% | -24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling