-36.6%
DXCM vs CAVA
+33.0%
-69.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.2% | -2.2% |
| 7D | -5.5% | -8.0% | +2.5% | -4.5% |
| 30D | -8.6% | -19.6% | +11.0% | -6.0% |
| 3M | +10.3% | -36.7% | +47.0% | +17.0% |
| 6M | +25.2% | -30.6% | +55.8% | +30.5% |
| YTD | +25.1% | -4.8% | +29.9% | +23.7% |
| 1Y | +9.2% | -13.1% | +22.4% | +9.0% |
| 3Y | -22.6% | +48.8% | -71.4% | -30.6% |
| All | -36.6% | +33.0% | -69.7% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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