+404.2%
DXCM vs CP
+253.8%
+150.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.3% | -5.2% |
| 7D | -3.5% | +2.8% | -6.3% | -4.5% |
| 30D | -5.8% | +10.2% | -16.0% | -9.8% |
| 3M | -4.3% | +2.4% | -6.7% | -5.4% |
| 6M | +31.6% | +7.7% | +23.9% | +26.9% |
| YTD | +19.6% | +26.0% | -6.3% | +7.0% |
| 1Y | +36.9% | +34.6% | +2.2% | +18.6% |
| 3Y | -16.3% | +26.7% | -43.0% | -27.3% |
| 5Y | -50.0% | +24.9% | -74.9% | -56.8% |
| All | +404.2% | +253.8% | +150.4% | +192.6% |
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