+423.1%
DXCM vs CDW
+325.6%
+97.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.8% | -2.8% | +0.1% |
| 7D | -4.4% | +9.3% | -13.7% | -7.9% |
| 30D | -3.6% | +15.8% | -19.4% | -10.0% |
| 3M | -4.3% | +21.8% | -26.1% | -13.5% |
| 6M | +33.8% | +58.8% | -25.0% | +6.1% |
| YTD | +22.1% | +22.8% | -0.6% | +5.7% |
| 1Y | +47.4% | +17.9% | +29.5% | +30.1% |
| 3Y | -12.3% | -17.4% | +5.2% | -11.0% |
| 5Y | -49.1% | -5.7% | -43.4% | -52.7% |
| 10Y | +423.1% | +319.5% | +103.6% | +105.9% |
| All | +423.1% | +325.6% | +97.5% | +105.9% |
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