+404.2%
DXCM vs CDW
+303.2%
+101.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.6% |
| 7D | -3.5% | +2.1% | -5.6% | -4.4% |
| 30D | -5.8% | +14.7% | -20.6% | -11.7% |
| 3M | -4.3% | +11.1% | -15.5% | -10.1% |
| 6M | +31.6% | +45.6% | -14.0% | +8.3% |
| YTD | +19.6% | +17.1% | +2.6% | +5.7% |
| 1Y | +36.9% | +13.2% | +23.7% | +22.9% |
| 3Y | -16.3% | -22.2% | +5.9% | -12.8% |
| 5Y | -50.0% | -10.1% | -39.9% | -52.6% |
| All | +404.2% | +303.2% | +101.0% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling