-39.3%
DXCM vs CMI
+165.6%
-204.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -6.5% | +0.7% | -7.2% | -6.7% |
| 30D | -4.3% | -12.3% | +8.0% | -0.5% |
| 3M | +7.3% | -16.8% | +24.1% | +12.2% |
| 6M | +22.0% | +1.5% | +20.5% | +16.9% |
| YTD | +26.4% | +9.8% | +16.6% | +16.6% |
| 1Y | +7.0% | +42.6% | -35.6% | -12.0% |
| 3Y | -19.6% | +151.0% | -170.6% | -49.7% |
| 5Y | -39.3% | +167.0% | -206.3% | -65.6% |
| All | -39.3% | +165.6% | -204.9% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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