+2,605.6%
DXCM vs CHRW
+706.5%
+1,899.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.7% | -5.1% |
| 7D | -3.5% | +0.6% | -4.1% | -3.7% |
| 30D | -5.8% | -7.3% | +1.5% | -3.4% |
| 3M | -4.3% | -14.2% | +9.8% | +0.3% |
| 6M | +31.6% | -25.1% | +56.6% | +43.6% |
| YTD | +19.6% | -21.2% | +40.8% | +26.3% |
| 1Y | +36.9% | -14.2% | +51.0% | +39.3% |
| 3Y | -16.3% | +63.5% | -79.8% | -39.4% |
| 5Y | -50.0% | +49.6% | -99.6% | -63.8% |
| 10Y | +413.2% | +129.4% | +283.8% | +175.9% |
| All | +2,605.6% | +706.5% | +1,899.1% | +938.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling