+716.4%
DXCM vs CFG
+351.2%
+365.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -3.7% |
| 7D | +5.7% | -2.2% | +7.8% | +6.3% |
| 30D | +1.3% | +0.4% | +0.9% | +1.2% |
| 3M | +2.2% | -12.6% | +14.8% | +5.8% |
| 6M | +42.0% | +0.6% | +41.4% | +41.4% |
| YTD | +27.3% | +12.4% | +14.8% | +22.8% |
| 1Y | +42.5% | +27.7% | +14.8% | +32.8% |
| 3Y | -13.3% | +172.4% | -185.7% | -34.8% |
| 5Y | -46.8% | +64.0% | -110.8% | -55.3% |
| 10Y | +445.8% | +252.8% | +192.9% | +214.5% |
| All | +716.4% | +351.2% | +365.2% | +314.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling