-39.3%
DXCM vs CPAY
+54.3%
-93.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -6.5% | -2.5% | -4.0% | -5.4% |
| 30D | -4.3% | +1.3% | -5.6% | -4.9% |
| 3M | +7.3% | +13.5% | -6.2% | +1.3% |
| 6M | +22.0% | +24.7% | -2.7% | +9.8% |
| YTD | +26.4% | +34.9% | -8.6% | +8.5% |
| 1Y | +7.0% | +29.7% | -22.7% | -6.9% |
| 3Y | -19.6% | +49.4% | -69.0% | -37.2% |
| 5Y | -39.3% | +53.5% | -92.8% | -57.0% |
| All | -39.3% | +54.3% | -93.6% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling