+36.9%
DXCM vs CART
+60.1%
-23.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.6% | -6.1% |
| 7D | -3.5% | +3.0% | -6.5% | -3.8% |
| 30D | -5.8% | +28.6% | -34.4% | -9.0% |
| 3M | -4.3% | +29.1% | -33.4% | -7.9% |
| 6M | +31.6% | +44.7% | -13.2% | +24.5% |
| YTD | +19.6% | +29.2% | -9.6% | +11.3% |
| 1Y | +36.9% | +66.2% | -29.3% | +29.7% |
| All | +36.9% | +60.1% | -23.2% | +29.7% |
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 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