+393.1%
DXCM vs CHRW
+131.8%
+261.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.3% |
| 7D | -9.2% | -0.1% | -9.1% | -9.2% |
| 30D | -6.5% | -4.3% | -2.2% | -5.8% |
| 3M | -10.3% | -7.4% | -2.8% | -9.3% |
| 6M | +35.4% | -20.7% | +56.1% | +40.7% |
| YTD | +21.1% | -15.9% | +36.9% | +23.5% |
| 1Y | +38.2% | -9.9% | +48.1% | +38.9% |
| 3Y | -14.6% | +79.0% | -93.5% | -29.5% |
| 5Y | -49.6% | +61.3% | -110.9% | -57.9% |
| 10Y | +393.1% | +128.5% | +264.6% | +263.2% |
| All | +393.1% | +131.8% | +261.3% | +263.2% |
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