-12.3%
DXCM vs CP
+30.2%
-42.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.4% |
| 7D | -4.4% | +2.8% | -7.1% | -5.1% |
| 30D | -3.6% | +11.3% | -14.9% | -6.9% |
| 3M | -4.3% | +2.9% | -7.2% | -5.2% |
| 6M | +33.8% | +9.8% | +24.0% | +29.6% |
| YTD | +22.1% | +28.5% | -6.4% | +12.5% |
| 1Y | +47.4% | +33.5% | +13.9% | +34.0% |
| 3Y | -12.3% | +31.9% | -44.2% | -21.0% |
| All | -12.3% | +30.2% | -42.5% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling