-12.4%
DXCM vs CSGP
-61.9%
+49.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.3% |
| 7D | -3.2% | -4.1% | +0.9% | -2.1% |
| 30D | +6.3% | +2.3% | +4.0% | +5.3% |
| 3M | +21.1% | -8.2% | +29.3% | +22.9% |
| 6M | +20.6% | -35.1% | +55.6% | +33.6% |
| YTD | +32.4% | -54.0% | +86.5% | +59.7% |
| 1Y | +8.8% | -65.3% | +74.1% | +42.4% |
| All | -12.4% | -61.9% | +49.5% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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