+44.6%
DXCM vs CG
-14.1%
+58.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.5% | +2.1% | +5.6% |
| 7D | +12.5% | +9.4% | +3.1% | +10.3% |
| 30D | +1.8% | +8.7% | -6.9% | -0.2% |
| 3M | +1.8% | -15.0% | +16.7% | +5.3% |
| 6M | +47.4% | -13.2% | +60.6% | +52.0% |
| YTD | +33.3% | -26.2% | +59.5% | +39.8% |
| 1Y | +44.6% | -14.1% | +58.7% | +41.9% |
| All | +44.6% | -14.1% | +58.7% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling