+411.2%
DXCM vs CFG
+230.2%
+181.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -3.7% | +0.7% | -4.4% | -3.8% |
| 30D | -5.0% | +2.8% | -7.8% | -5.6% |
| 3M | -8.8% | -10.1% | +1.3% | -6.4% |
| 6M | +31.9% | +3.2% | +28.7% | +30.5% |
| YTD | +20.4% | +14.2% | +6.2% | +16.0% |
| 1Y | +45.7% | +27.4% | +18.3% | +36.6% |
| 3Y | -15.0% | +187.6% | -202.6% | -35.5% |
| 5Y | -48.5% | +65.7% | -114.2% | -56.2% |
| 10Y | +411.2% | +219.7% | +191.6% | +240.2% |
| All | +411.2% | +230.2% | +181.1% | +240.2% |
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