-21.8%
DXCM vs CNI
+19.3%
-41.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.6% |
| 7D | -6.5% | +0.9% | -7.3% | -6.7% |
| 30D | -4.3% | -2.1% | -2.2% | -3.8% |
| 3M | +7.3% | +1.8% | +5.5% | +6.8% |
| 6M | +22.0% | +14.8% | +7.2% | +18.0% |
| YTD | +26.4% | +25.4% | +1.0% | +19.8% |
| 1Y | +7.0% | +32.9% | -25.9% | -0.3% |
| All | -21.8% | +19.3% | -41.2% | -27.8% |
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