+404.2%
DXCM vs CF
+561.7%
-157.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.7% | -6.1% |
| 7D | -3.5% | -3.2% | -0.3% | -3.2% |
| 30D | -5.8% | +4.3% | -10.1% | -6.4% |
| 3M | -4.3% | +2.8% | -7.2% | -5.0% |
| 6M | +31.6% | +0.6% | +30.9% | +30.6% |
| YTD | +19.6% | +56.6% | -37.0% | +9.4% |
| 1Y | +36.9% | +49.6% | -12.7% | +26.0% |
| 3Y | -16.3% | +61.5% | -77.8% | -25.5% |
| 5Y | -50.0% | +124.0% | -174.0% | -59.8% |
| All | +404.2% | +561.7% | -157.5% | +234.3% |
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