-16.2%
DXCM vs CTAS
+66.0%
-82.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -3.2% | -1.8% | -1.4% | -2.7% |
| 30D | +6.3% | -0.2% | +6.5% | +6.4% |
| 3M | +21.1% | +11.7% | +9.4% | +16.7% |
| 6M | +20.6% | +0.7% | +19.9% | +19.3% |
| YTD | +32.4% | +7.4% | +25.0% | +28.3% |
| 1Y | +8.8% | -2.1% | +10.9% | +8.5% |
| All | -16.2% | +66.0% | -82.2% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling