-48.1%
DXCM vs CHRW
+58.8%
-106.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +4.9% | +7.3% | -2.3% | +3.6% |
| 30D | -0.2% | -3.6% | +3.4% | +0.3% |
| 3M | -8.9% | -9.6% | +0.7% | -7.7% |
| 6M | +42.3% | -17.0% | +59.3% | +45.5% |
| YTD | +25.6% | -15.4% | +41.0% | +27.7% |
| 1Y | +39.5% | -10.0% | +49.5% | +40.4% |
| 3Y | -15.3% | +82.2% | -97.4% | -27.7% |
| All | -48.1% | +58.8% | -106.8% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling