-32.9%
DXCM vs CAVA
+44.7%
-77.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.8% |
| 7D | -3.2% | -9.2% | +6.0% | -2.0% |
| 30D | +6.3% | -8.2% | +14.5% | +7.3% |
| 3M | +21.1% | -15.3% | +36.4% | +23.1% |
| 6M | +20.6% | -23.6% | +44.2% | +24.1% |
| YTD | +32.4% | +3.5% | +28.9% | +29.5% |
| 1Y | +8.8% | -7.9% | +16.7% | +7.9% |
| 3Y | -13.7% | +38.7% | -52.4% | -22.8% |
| All | -32.9% | +44.7% | -77.6% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling