+436.3%
DXCM vs CF
+557.2%
-120.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.2% | -10.7% | -5.3% |
| 7D | +5.7% | +0.4% | +5.3% | +5.5% |
| 30D | +1.3% | +2.2% | -0.9% | +0.9% |
| 3M | +2.2% | +2.1% | +0.1% | +1.6% |
| 6M | +42.0% | -6.5% | +48.5% | +42.3% |
| YTD | +27.3% | +55.6% | -28.3% | +16.5% |
| 1Y | +42.5% | +42.3% | +0.2% | +32.2% |
| 3Y | -13.3% | +55.7% | -69.1% | -22.4% |
| 5Y | -46.8% | +122.4% | -169.3% | -57.2% |
| All | +436.3% | +557.2% | -120.9% | +255.8% |
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