+423.1%
DXCM vs CHRW
+131.6%
+291.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.4% |
| 7D | -4.4% | +0.2% | -4.6% | -4.4% |
| 30D | -3.6% | -9.4% | +5.7% | -1.7% |
| 3M | -4.3% | -13.3% | +8.9% | -2.0% |
| 6M | +33.8% | -24.2% | +57.9% | +40.3% |
| YTD | +22.1% | -18.9% | +41.0% | +25.6% |
| 1Y | +47.4% | -12.4% | +59.8% | +49.0% |
| 3Y | -12.3% | +72.2% | -84.5% | -27.0% |
| 5Y | -49.1% | +53.4% | -102.5% | -57.0% |
| 10Y | +423.1% | +127.0% | +296.2% | +279.1% |
| All | +423.1% | +131.6% | +291.5% | +279.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling