-39.3%
DXCM vs CNI
+10.3%
-49.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.4% |
| 7D | -6.5% | +0.9% | -7.3% | -6.9% |
| 30D | -4.3% | -2.1% | -2.2% | -3.3% |
| 3M | +7.3% | +1.8% | +5.5% | +6.2% |
| 6M | +22.0% | +14.8% | +7.2% | +13.5% |
| YTD | +26.4% | +25.4% | +1.0% | +11.9% |
| 1Y | +7.0% | +32.9% | -25.9% | -8.8% |
| 3Y | -19.6% | +20.2% | -39.8% | -31.6% |
| 5Y | -39.3% | +12.2% | -51.4% | -46.2% |
| All | -39.3% | +10.3% | -49.6% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling