+404.2%
DXCM vs CFG
+242.7%
+161.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.7% |
| 7D | -3.5% | -0.9% | -2.6% | -3.2% |
| 30D | -5.8% | +1.1% | -6.9% | -6.0% |
| 3M | -4.3% | -12.0% | +7.6% | -1.3% |
| 6M | +31.6% | -2.2% | +33.8% | +32.0% |
| YTD | +19.6% | +11.4% | +8.2% | +16.0% |
| 1Y | +36.9% | +27.8% | +9.0% | +28.1% |
| 3Y | -16.3% | +173.3% | -189.6% | -35.6% |
| 5Y | -50.0% | +62.4% | -112.5% | -57.3% |
| All | +404.2% | +242.7% | +161.5% | +240.8% |
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