+45.7%
DXCM vs CDW
+20.3%
+25.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.9% |
| 7D | -3.7% | +13.1% | -16.8% | -5.4% |
| 30D | -5.0% | +19.1% | -24.1% | -7.7% |
| 3M | -8.8% | +24.7% | -33.5% | -12.2% |
| 6M | +31.9% | +63.4% | -31.5% | +24.3% |
| YTD | +20.4% | +26.3% | -5.9% | +17.0% |
| 1Y | +45.7% | +20.6% | +25.1% | +46.8% |
| All | +45.7% | +20.3% | +25.4% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling