+2,914.7%
DXCM vs CSGP
+813.6%
+2,101.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.0% | +2.6% | +4.6% |
| 7D | +12.5% | +18.3% | -5.8% | +3.3% |
| 30D | +1.8% | +17.8% | -16.0% | -7.9% |
| 3M | +1.8% | +9.3% | -7.5% | -5.3% |
| 6M | +47.4% | -7.9% | +55.3% | +48.4% |
| YTD | +33.3% | -51.5% | +84.9% | +82.5% |
| 1Y | +44.6% | -53.3% | +97.9% | +101.4% |
| 3Y | -9.2% | -57.9% | +48.7% | +27.3% |
| 5Y | -43.8% | -61.3% | +17.5% | -20.1% |
| 10Y | +471.8% | +77.5% | +394.2% | +235.6% |
| All | +2,914.7% | +813.6% | +2,101.0% | +597.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling