+423.1%
DXCM vs CNP
+142.6%
+280.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -4.4% | -4.3% | 0.0% | -3.3% |
| 30D | -3.6% | +5.7% | -9.3% | -5.2% |
| 3M | -4.3% | +0.9% | -5.3% | -4.9% |
| 6M | +33.8% | -1.1% | +34.8% | +33.5% |
| YTD | +22.1% | +8.3% | +13.9% | +18.5% |
| 1Y | +47.4% | +5.9% | +41.5% | +43.9% |
| 3Y | -12.3% | +64.6% | -76.9% | -25.6% |
| 5Y | -49.1% | +74.6% | -123.7% | -57.6% |
| 10Y | +423.1% | +139.8% | +283.3% | +231.1% |
| All | +423.1% | +142.6% | +280.6% | +231.1% |
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