+384.5%
DXCM vs CNH
+106.0%
+278.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +4.9% | +3.0% | +1.9% | +4.0% |
| 30D | -0.2% | -0.6% | +0.4% | -0.3% |
| 3M | -8.9% | +14.6% | -23.5% | -12.7% |
| 6M | +42.3% | +11.8% | +30.5% | +36.2% |
| YTD | +25.6% | +30.4% | -4.9% | +14.8% |
| 1Y | +39.5% | +19.1% | +20.5% | +30.4% |
| 3Y | -15.3% | +30.2% | -45.5% | -24.4% |
| 5Y | -48.4% | -17.8% | -30.6% | -49.3% |
| All | +384.5% | +106.0% | +278.5% | +240.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling