+272.9%
DXCM vs CF
+569.3%
-296.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.6% |
| 7D | -3.2% | +6.0% | -9.2% | -4.0% |
| 30D | +6.3% | +14.8% | -8.5% | +4.3% |
| 3M | +21.1% | +14.1% | +7.0% | +18.7% |
| 6M | +20.6% | +28.5% | -8.0% | +14.6% |
| YTD | +32.4% | +74.9% | -42.5% | +19.5% |
| 1Y | +8.8% | +61.7% | -52.8% | -0.8% |
| 3Y | -13.7% | +80.3% | -94.1% | -24.5% |
| 5Y | -35.2% | +226.0% | -261.2% | -51.5% |
| All | +272.9% | +569.3% | -296.4% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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