+272.9%
DXCM vs CP
+220.9%
+52.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -3.2% | -2.7% | -0.5% | -2.1% |
| 30D | +6.3% | +0.2% | +6.2% | +6.2% |
| 3M | +21.1% | +2.6% | +18.5% | +19.7% |
| 6M | +20.6% | +6.0% | +14.6% | +17.2% |
| YTD | +32.4% | +24.9% | +7.5% | +19.1% |
| 1Y | +8.8% | +20.1% | -11.3% | -0.5% |
| 3Y | -13.7% | +16.4% | -30.1% | -22.0% |
| 5Y | -35.2% | +31.7% | -66.9% | -45.2% |
| All | +272.9% | +220.9% | +52.0% | +117.9% |
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