+270.1%
DXCM vs CNP
+137.5%
+132.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -3.2% | +1.1% | -4.3% | -3.5% |
| 30D | +6.3% | -1.8% | +8.2% | +6.8% |
| 3M | +21.1% | -4.6% | +25.7% | +22.6% |
| 6M | +20.6% | -8.8% | +29.4% | +23.4% |
| YTD | +32.4% | +5.2% | +27.2% | +29.8% |
| 1Y | +8.8% | +8.3% | +0.5% | +5.6% |
| 3Y | -13.7% | +54.9% | -68.6% | -25.9% |
| 5Y | -35.2% | +73.5% | -108.7% | -46.2% |
| All | +270.1% | +137.5% | +132.5% | +123.1% |
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