-21.2%
DXCM vs CPAY
+48.7%
-69.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -3.1% |
| 7D | -6.2% | +0.6% | -6.8% | -6.4% |
| 30D | -0.3% | +3.6% | -3.9% | -1.4% |
| 3M | +10.3% | +16.6% | -6.3% | +4.8% |
| 6M | +24.1% | +29.5% | -5.3% | +13.7% |
| YTD | +27.4% | +35.3% | -7.9% | +14.3% |
| 1Y | +8.4% | +30.6% | -22.3% | -1.6% |
| All | -21.2% | +48.7% | -69.9% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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