-49.6%
DXCM vs CFG
+61.9%
-111.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -3.6% | +1.6% | -5.2% | -4.1% |
| 30D | -4.3% | +3.3% | -7.6% | -5.2% |
| 3M | -10.4% | -11.5% | +1.2% | -7.0% |
| 6M | +33.1% | +6.2% | +26.9% | +30.2% |
| YTD | +22.6% | +14.3% | +8.4% | +17.0% |
| 1Y | +36.5% | +26.7% | +9.8% | +26.1% |
| 3Y | -13.5% | +187.8% | -201.2% | -38.4% |
| 5Y | -49.6% | +61.3% | -110.9% | -56.1% |
| All | -49.6% | +61.9% | -111.5% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling