+423.1%
DXCM vs CTAS
+848.9%
-425.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | -4.4% | -0.7% | -3.6% | -3.9% |
| 30D | -3.6% | +10.3% | -13.9% | -8.5% |
| 3M | -4.3% | +10.2% | -14.5% | -9.3% |
| 6M | +33.8% | +34.4% | -0.6% | +13.6% |
| YTD | +22.1% | +19.6% | +2.6% | +9.7% |
| 1Y | +47.4% | +21.8% | +25.6% | +31.0% |
| 3Y | -12.3% | +74.1% | -86.4% | -38.3% |
| 5Y | -49.1% | +114.0% | -163.1% | -68.3% |
| 10Y | +423.1% | +813.9% | -390.8% | +67.5% |
| All | +423.1% | +848.9% | -425.8% | +67.5% |
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