+44.6%
DXCM vs CHRW
-10.6%
+55.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.2% | +6.4% | +6.6% |
| 7D | +12.5% | +4.9% | +7.7% | +11.4% |
| 30D | +1.8% | -4.8% | +6.6% | +2.6% |
| 3M | +1.8% | -13.1% | +14.9% | +4.2% |
| 6M | +47.4% | -16.3% | +63.7% | +49.0% |
| YTD | +33.3% | -15.8% | +49.1% | +33.3% |
| 1Y | +44.6% | -11.1% | +55.8% | +41.7% |
| All | +44.6% | -10.6% | +55.2% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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