+423.1%
DXCM vs CNH
+134.0%
+289.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.9% | -8.8% | -0.5% |
| 7D | -4.4% | +8.6% | -12.9% | -6.3% |
| 30D | -3.6% | +12.6% | -16.2% | -6.5% |
| 3M | -4.3% | +17.5% | -21.8% | -8.8% |
| 6M | +33.8% | +18.1% | +15.7% | +26.5% |
| YTD | +22.1% | +40.4% | -18.2% | +9.8% |
| 1Y | +47.4% | +34.0% | +13.4% | +34.0% |
| 3Y | -12.3% | +35.3% | -47.6% | -22.3% |
| 5Y | -49.1% | -5.1% | -44.0% | -51.5% |
| 10Y | +423.1% | +124.0% | +299.1% | +279.5% |
| All | +423.1% | +134.0% | +289.2% | +279.5% |
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