+423.1%
DXCM vs CF
+546.3%
-123.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -4.4% | -0.9% | -3.5% | -4.3% |
| 30D | -3.6% | +6.9% | -10.6% | -4.6% |
| 3M | -4.3% | +4.8% | -9.2% | -5.2% |
| 6M | +33.8% | +4.7% | +29.1% | +32.1% |
| YTD | +22.1% | +56.5% | -34.3% | +11.6% |
| 1Y | +47.4% | +48.4% | -1.0% | +35.7% |
| 3Y | -12.3% | +59.1% | -71.4% | -21.8% |
| 5Y | -49.1% | +109.5% | -158.6% | -58.7% |
| 10Y | +423.1% | +487.0% | -63.8% | +241.6% |
| All | +423.1% | +546.3% | -123.1% | +241.6% |
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