+12.7%
DXCM vs CHRW
+18.6%
-5.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -3.2% | -1.4% | -1.8% | -2.9% |
| 30D | +6.3% | -3.5% | +9.8% | +7.0% |
| 3M | +21.1% | -19.4% | +40.5% | +26.0% |
| 6M | +20.6% | -21.4% | +41.9% | +25.0% |
| YTD | +32.4% | -7.1% | +39.6% | +34.1% |
| All | +12.7% | +18.6% | -5.9% | +9.4% |
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