+2,894.9%
DXCM vs CNI
+1,106.6%
+1,788.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -3.2% | -2.1% | -1.1% | -2.0% |
| 30D | +6.3% | -3.3% | +9.6% | +8.4% |
| 3M | +21.1% | +3.8% | +17.3% | +18.1% |
| 6M | +20.6% | +12.7% | +7.9% | +11.5% |
| YTD | +32.4% | +26.3% | +6.2% | +13.5% |
| 1Y | +8.8% | +29.9% | -21.1% | -9.0% |
| 3Y | -13.7% | +15.9% | -29.7% | -25.1% |
| 5Y | -35.2% | +6.9% | -42.1% | -41.0% |
| 10Y | +281.8% | +126.8% | +155.0% | +98.4% |
| All | +2,894.9% | +1,106.6% | +1,788.3% | +453.2% |
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 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