+39.5%
DXCM vs CART
+49.3%
-9.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | +4.9% | +1.3% | +3.6% | +4.8% |
| 30D | -0.2% | +19.2% | -19.3% | -2.6% |
| 3M | -8.9% | +17.6% | -26.5% | -11.1% |
| 6M | +42.3% | +47.4% | -5.1% | +34.2% |
| YTD | +25.6% | +30.9% | -5.3% | +16.6% |
| 1Y | +39.5% | +46.0% | -6.4% | +30.4% |
| All | +39.5% | +49.3% | -9.7% | +30.4% |
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 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