+2,777.7%
DXCM vs CASY
+4,634.8%
-1,857.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.7% | -5.3% |
| 7D | +5.7% | +1.8% | +3.8% | +5.0% |
| 30D | +1.3% | +11.2% | -9.9% | -2.4% |
| 3M | +2.2% | -19.1% | +21.3% | +8.6% |
| 6M | +42.0% | -19.9% | +61.9% | +49.0% |
| YTD | +27.3% | +25.2% | +2.1% | +13.6% |
| 1Y | +42.5% | +31.6% | +10.9% | +24.6% |
| 3Y | -13.3% | +155.4% | -168.8% | -43.2% |
| 5Y | -46.8% | +251.5% | -298.4% | -69.5% |
| 10Y | +445.8% | +558.6% | -112.9% | +128.9% |
| All | +2,777.7% | +4,634.8% | -1,857.1% | +439.6% |
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