-50.1%
DXCM vs CG
-22.2%
-28.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.7% |
| 7D | -3.5% | -1.2% | -2.3% | -3.0% |
| 30D | -5.8% | +5.0% | -10.8% | -7.6% |
| 3M | -4.3% | -18.2% | +13.9% | +2.9% |
| 6M | +31.6% | -20.7% | +52.3% | +42.4% |
| YTD | +19.6% | -31.4% | +51.1% | +35.7% |
| 1Y | +36.9% | -22.3% | +59.1% | +47.3% |
| 3Y | -16.3% | +50.2% | -66.4% | -36.5% |
| All | -50.1% | -22.2% | -28.0% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling