+252.9%
DXCM vs CTAS
+658.8%
-405.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -6.2% | 0.0% | -6.2% | -6.2% |
| 30D | -0.3% | -1.0% | +0.7% | +0.2% |
| 3M | +10.3% | +15.8% | -5.4% | +1.7% |
| 6M | +24.1% | -1.0% | +25.1% | +23.9% |
| YTD | +27.4% | +7.4% | +19.9% | +21.3% |
| 1Y | +8.4% | -0.1% | +8.5% | +7.2% |
| 3Y | -19.0% | +66.3% | -85.3% | -42.0% |
| 5Y | -38.6% | +111.0% | -149.6% | -61.3% |
| 10Y | +252.9% | +662.9% | -410.0% | +11.5% |
| All | +252.9% | +658.8% | -405.9% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling