+38.2%
DXCM vs CNH
+31.1%
+7.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.3% |
| 7D | -9.2% | +6.7% | -15.8% | -9.9% |
| 30D | -6.5% | +7.2% | -13.7% | -7.3% |
| 3M | -10.3% | +17.5% | -27.8% | -12.4% |
| 6M | +35.4% | +15.0% | +20.5% | +32.9% |
| YTD | +21.1% | +36.8% | -15.7% | +14.0% |
| 1Y | +38.2% | +27.6% | +10.6% | +32.0% |
| All | +38.2% | +31.1% | +7.1% | +32.0% |
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