+404.2%
DXCM vs CNP
+138.0%
+266.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.7% | -6.4% |
| 7D | -3.5% | -4.2% | +0.7% | -2.5% |
| 30D | -5.8% | +5.5% | -11.3% | -7.3% |
| 3M | -4.3% | +0.6% | -4.9% | -4.8% |
| 6M | +31.6% | -2.8% | +34.4% | +32.0% |
| YTD | +19.6% | +7.9% | +11.8% | +16.2% |
| 1Y | +36.9% | +6.7% | +30.2% | +33.3% |
| 3Y | -16.3% | +61.1% | -77.4% | -28.5% |
| 5Y | -50.0% | +73.0% | -123.0% | -58.3% |
| All | +404.2% | +138.0% | +266.1% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling