+257.0%
DXCM vs CNI
+138.2%
+118.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.2% |
| 7D | -5.5% | -0.4% | -5.2% | -5.4% |
| 30D | -8.6% | -2.7% | -5.9% | -7.4% |
| 3M | +10.3% | +3.9% | +6.4% | +8.2% |
| 6M | +25.2% | +16.4% | +8.9% | +16.1% |
| YTD | +25.1% | +25.8% | -0.7% | +11.2% |
| 1Y | +9.2% | +32.4% | -23.1% | -5.8% |
| 3Y | -22.6% | +19.1% | -41.7% | -31.7% |
| 5Y | -39.5% | +13.6% | -53.1% | -45.2% |
| All | +257.0% | +138.2% | +118.8% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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