+393.1%
DXCM vs CFG
+224.4%
+168.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.3% |
| 7D | -9.2% | -0.8% | -8.4% | -9.0% |
| 30D | -6.5% | +3.1% | -9.6% | -7.2% |
| 3M | -10.3% | -9.7% | -0.5% | -8.0% |
| 6M | +35.4% | +6.7% | +28.7% | +32.9% |
| YTD | +21.1% | +15.2% | +5.9% | +16.4% |
| 1Y | +38.2% | +28.8% | +9.4% | +29.2% |
| 3Y | -14.6% | +190.1% | -204.6% | -35.3% |
| 5Y | -49.6% | +63.4% | -113.0% | -57.0% |
| 10Y | +393.1% | +219.8% | +173.3% | +229.2% |
| All | +393.1% | +224.4% | +168.6% | +229.2% |
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