-16.3%
DXCM vs CTAS
+75.4%
-91.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.2% | -5.4% |
| 7D | -3.5% | +1.2% | -4.7% | -3.7% |
| 30D | -5.8% | +12.8% | -18.6% | -9.5% |
| 3M | -4.3% | +10.3% | -14.6% | -7.5% |
| 6M | +31.6% | +32.0% | -0.4% | +19.5% |
| YTD | +19.6% | +19.1% | +0.5% | +11.6% |
| 1Y | +36.9% | +21.5% | +15.4% | +26.8% |
| 3Y | -16.3% | +76.0% | -92.3% | -37.0% |
| All | -16.3% | +75.4% | -91.7% | -37.0% |
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