+39.5%
DXCM vs CF
+50.1%
-10.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.4% |
| 7D | +4.9% | +4.8% | +0.2% | +5.8% |
| 30D | -0.2% | +4.7% | -4.9% | +0.9% |
| 3M | -8.9% | +7.4% | -16.3% | -7.3% |
| 6M | +42.3% | +0.6% | +41.7% | +43.2% |
| YTD | +25.6% | +64.1% | -38.6% | +39.6% |
| 1Y | +39.5% | +51.4% | -11.9% | +55.7% |
| All | +39.5% | +50.1% | -10.5% | +55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling