-16.3%
DXCM vs CP
+26.5%
-42.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.3% | -5.4% |
| 7D | -3.5% | +2.8% | -6.3% | -4.2% |
| 30D | -5.8% | +10.2% | -16.0% | -8.6% |
| 3M | -4.3% | +2.4% | -6.7% | -5.1% |
| 6M | +31.6% | +7.7% | +23.9% | +28.4% |
| YTD | +19.6% | +26.0% | -6.3% | +11.0% |
| 1Y | +36.9% | +34.6% | +2.2% | +24.1% |
| 3Y | -16.3% | +26.7% | -43.0% | -24.2% |
| All | -16.3% | +26.5% | -42.8% | -24.2% |
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