+2,894.9%
DXCM vs CNP
+645.5%
+2,249.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -3.2% | +1.1% | -4.3% | -3.7% |
| 30D | +6.3% | -1.8% | +8.2% | +7.1% |
| 3M | +21.1% | -4.6% | +25.7% | +23.4% |
| 6M | +20.6% | -8.8% | +29.4% | +25.0% |
| YTD | +32.4% | +5.2% | +27.2% | +28.2% |
| 1Y | +8.8% | +8.3% | +0.5% | +3.8% |
| 3Y | -13.7% | +54.9% | -68.6% | -32.2% |
| 5Y | -35.2% | +73.5% | -108.7% | -52.2% |
| 10Y | +281.8% | +139.1% | +142.7% | +110.8% |
| All | +2,894.9% | +645.5% | +2,249.4% | +702.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling