+47.8%
DXCM vs CNH
+33.2%
+14.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.9% | -8.8% | +0.8% |
| 7D | -4.4% | +8.6% | -12.9% | -5.3% |
| 30D | -3.6% | +12.6% | -16.2% | -5.0% |
| 3M | -4.3% | +17.5% | -21.8% | -6.8% |
| 6M | +33.8% | +18.1% | +15.7% | +30.6% |
| YTD | +22.1% | +40.4% | -18.2% | +12.9% |
| All | +47.8% | +33.2% | +14.7% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling