-15.3%
DXCM vs CNI
+21.4%
-36.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +4.9% | +2.5% | +2.4% | +4.2% |
| 30D | -0.2% | +6.1% | -6.3% | -1.7% |
| 3M | -8.9% | +0.1% | -9.0% | -8.9% |
| 6M | +42.3% | +14.9% | +27.4% | +37.1% |
| YTD | +25.6% | +30.9% | -5.3% | +17.1% |
| 1Y | +39.5% | +33.9% | +5.6% | +29.3% |
| 3Y | -15.3% | +20.2% | -35.5% | -24.6% |
| All | -15.3% | +21.4% | -36.7% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling