+2,894.9%
DXCM vs CMI
+5,136.6%
-2,241.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -3.1% |
| 7D | -3.2% | -0.7% | -2.5% | -3.0% |
| 30D | +6.3% | -13.4% | +19.8% | +12.1% |
| 3M | +21.1% | -17.0% | +38.1% | +28.2% |
| 6M | +20.6% | -1.6% | +22.2% | +18.4% |
| YTD | +32.4% | +11.0% | +21.5% | +23.4% |
| 1Y | +8.8% | +41.9% | -33.1% | -8.6% |
| 3Y | -13.7% | +151.8% | -165.5% | -43.4% |
| 5Y | -35.2% | +163.6% | -198.8% | -58.8% |
| 10Y | +281.8% | +472.9% | -191.1% | +63.1% |
| All | +2,894.9% | +5,136.6% | -2,241.7% | +313.2% |
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