+47.8%
DXCM vs CTAS
+22.8%
+25.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -4.4% | -0.7% | -3.6% | -4.0% |
| 30D | -3.6% | +10.3% | -13.9% | -6.3% |
| 3M | -4.3% | +10.2% | -14.5% | -7.1% |
| 6M | +33.8% | +34.4% | -0.6% | +22.5% |
| YTD | +22.1% | +19.6% | +2.6% | +11.5% |
| All | +47.8% | +22.8% | +25.0% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling