-15.7%
DXCM vs CART
+38.4%
-54.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.6% | -6.1% |
| 7D | -3.5% | +3.0% | -6.5% | -4.0% |
| 30D | -5.8% | +28.6% | -34.4% | -10.0% |
| 3M | -4.3% | +29.1% | -33.4% | -8.9% |
| 6M | +31.6% | +44.7% | -13.2% | +22.4% |
| YTD | +19.6% | +29.2% | -9.6% | +12.8% |
| 1Y | +36.9% | +66.2% | -29.3% | +22.9% |
| 3Y | -16.3% | +112.8% | -129.1% | -28.8% |
| All | -15.7% | +38.4% | -54.0% | -26.4% |
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