+423.1%
DXCM vs CP
+261.0%
+162.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.2% |
| 7D | -4.4% | +2.8% | -7.1% | -5.4% |
| 30D | -3.6% | +11.3% | -14.9% | -8.1% |
| 3M | -4.3% | +2.9% | -7.2% | -5.7% |
| 6M | +33.8% | +9.8% | +24.0% | +28.0% |
| YTD | +22.1% | +28.5% | -6.4% | +8.3% |
| 1Y | +47.4% | +33.5% | +13.9% | +28.4% |
| 3Y | -12.3% | +31.9% | -44.2% | -25.2% |
| 5Y | -49.1% | +25.5% | -74.6% | -56.1% |
| 10Y | +423.1% | +257.6% | +165.5% | +202.4% |
| All | +423.1% | +261.0% | +162.1% | +202.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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