-36.3%
DXCM vs CTAS
+113.1%
-149.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -3.2% | -1.8% | -1.4% | -2.1% |
| 30D | +6.3% | -0.2% | +6.5% | +6.4% |
| 3M | +21.1% | +11.7% | +9.4% | +12.4% |
| 6M | +20.6% | +0.7% | +19.9% | +19.0% |
| YTD | +32.4% | +7.4% | +25.0% | +24.9% |
| 1Y | +8.8% | -2.1% | +10.9% | +9.0% |
| 3Y | -13.7% | +62.9% | -76.7% | -47.8% |
| All | -36.3% | +113.1% | -149.4% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling