-15.0%
DXCM vs CFG
+187.2%
-202.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.8% |
| 3M | -8.8% | -10.1% | +1.3% | -5.6% |
| 6M | +31.9% | +3.2% | +28.7% | +29.9% |
| YTD | +20.4% | +14.2% | +6.2% | +14.3% |
| 1Y | +45.7% | +27.4% | +18.3% | +33.2% |
| 3Y | -15.0% | +187.6% | -202.6% | -34.5% |
| All | -15.0% | +187.2% | -202.3% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling