+2,739.2%
DXCM vs CNI
+1,150.6%
+1,588.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.7% |
| 7D | +4.9% | +2.5% | +2.4% | +3.4% |
| 30D | -0.2% | +6.1% | -6.3% | -3.7% |
| 3M | -8.9% | +0.1% | -9.0% | -9.2% |
| 6M | +42.3% | +14.9% | +27.4% | +30.2% |
| YTD | +25.6% | +30.9% | -5.3% | +5.2% |
| 1Y | +39.5% | +33.9% | +5.6% | +15.0% |
| 3Y | -15.3% | +20.2% | -35.5% | -27.8% |
| 5Y | -48.4% | +8.2% | -56.6% | -53.2% |
| 10Y | +411.4% | +142.2% | +269.2% | +155.3% |
| All | +2,739.2% | +1,150.6% | +1,588.6% | +412.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling