+2,605.6%
DXCM vs CASY
+4,621.8%
-2,016.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -5.9% |
| 7D | -3.5% | +1.1% | -4.6% | -3.9% |
| 30D | -5.8% | +8.7% | -14.5% | -8.5% |
| 3M | -4.3% | -17.3% | +13.0% | +1.0% |
| 6M | +31.6% | -19.7% | +51.3% | +38.0% |
| YTD | +19.6% | +24.8% | -5.2% | +6.9% |
| 1Y | +36.9% | +31.9% | +5.0% | +19.6% |
| 3Y | -16.3% | +155.4% | -171.7% | -45.1% |
| 5Y | -50.0% | +250.6% | -300.6% | -71.3% |
| 10Y | +413.2% | +556.8% | -143.7% | +115.4% |
| All | +2,605.6% | +4,621.8% | -2,016.2% | +407.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling