-12.4%
DXCM vs CNH
+9.6%
-21.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.1% | -2.7% |
| 7D | -3.2% | +23.3% | -26.5% | -6.9% |
| 30D | +6.3% | +33.5% | -27.1% | +0.7% |
| 3M | +21.1% | +32.7% | -11.6% | +14.6% |
| 6M | +20.6% | +22.2% | -1.6% | +15.6% |
| YTD | +32.4% | +57.7% | -25.3% | +20.0% |
| 1Y | +8.8% | +28.0% | -19.1% | +2.7% |
| All | -12.4% | +9.6% | -21.9% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling