+384.5%
DXCM vs CNI
+140.9%
+243.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | +4.9% | +2.5% | +2.4% | +3.7% |
| 30D | -0.2% | +6.1% | -6.3% | -2.9% |
| 3M | -8.9% | +0.1% | -9.0% | -9.1% |
| 6M | +42.3% | +14.9% | +27.4% | +32.8% |
| YTD | +25.6% | +30.9% | -5.3% | +9.4% |
| 1Y | +39.5% | +33.9% | +5.6% | +20.0% |
| 3Y | -15.3% | +20.2% | -35.5% | -25.3% |
| 5Y | -48.4% | +8.2% | -56.6% | -52.3% |
| All | +384.5% | +140.9% | +243.6% | +193.9% |
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