+2,739.2%
DXCM vs CMI
+4,122.7%
-1,383.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | +4.9% | +0.5% | +4.5% | +4.7% |
| 30D | -0.2% | -14.0% | +13.9% | +5.2% |
| 3M | -8.9% | -28.1% | +19.2% | +2.4% |
| 6M | +42.3% | -35.8% | +78.1% | +64.3% |
| YTD | +25.6% | -10.5% | +36.1% | +26.1% |
| 1Y | +39.5% | -1.9% | +41.4% | +35.1% |
| 3Y | -15.3% | +121.0% | -136.3% | -42.0% |
| 5Y | -48.4% | +114.6% | -163.0% | -64.7% |
| 10Y | +411.4% | +325.5% | +85.9% | +144.9% |
| All | +2,739.2% | +4,122.7% | -1,383.5% | +322.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling