+38.2%
DXCM vs CHRW
-9.7%
+47.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.9% |
| 3M | -10.3% | -7.4% | -2.8% | -9.6% |
| 6M | +35.4% | -20.7% | +56.1% | +39.3% |
| YTD | +21.1% | -15.9% | +36.9% | +20.1% |
| 1Y | +38.2% | -9.9% | +48.1% | +33.2% |
| All | +38.2% | -9.7% | +47.9% | +33.2% |
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 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