-48.5%
DXCM vs CASY
+254.7%
-303.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | -3.7% | +5.0% | -8.6% | -4.4% |
| 30D | -5.0% | +8.2% | -13.2% | -6.2% |
| 3M | -8.8% | -18.2% | +9.4% | -6.1% |
| 6M | +31.9% | -18.6% | +50.5% | +35.7% |
| YTD | +20.4% | +26.8% | -6.4% | +11.6% |
| 1Y | +45.7% | +31.6% | +14.1% | +33.7% |
| 3Y | -15.0% | +156.5% | -171.5% | -40.0% |
| 5Y | -48.5% | +258.6% | -307.1% | -71.5% |
| All | -48.5% | +254.7% | -303.2% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 5y: compounded portfolio wealth divided by compounded CASY 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…
5y analysis · Full analysis span regression · 6 months rolling