+423.1%
DXCM vs CFG
+248.3%
+174.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.9% | +1.3% |
| 7D | -4.4% | +0.3% | -4.6% | -4.4% |
| 30D | -3.6% | +3.2% | -6.8% | -4.4% |
| 3M | -4.3% | -9.7% | +5.4% | -1.9% |
| 6M | +33.8% | +3.6% | +30.1% | +32.3% |
| YTD | +22.1% | +14.7% | +7.5% | +17.6% |
| 1Y | +47.4% | +29.6% | +17.8% | +37.5% |
| 3Y | -12.3% | +190.6% | -202.8% | -33.6% |
| 5Y | -49.1% | +67.1% | -116.2% | -56.8% |
| 10Y | +423.1% | +237.0% | +186.1% | +244.1% |
| All | +423.1% | +248.3% | +174.9% | +244.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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