+2,894.9%
DXCM vs CTAS
+2,510.1%
+384.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.2% |
| 6M | +20.6% | +0.7% | +19.9% | +18.8% |
| YTD | +32.4% | +7.4% | +25.0% | +24.8% |
| 1Y | +8.8% | -2.1% | +10.9% | +8.6% |
| 3Y | -13.7% | +62.9% | -76.7% | -40.8% |
| 5Y | -35.2% | +111.9% | -147.1% | -62.2% |
| 10Y | +281.8% | +652.2% | -370.4% | -15.6% |
| All | +2,894.9% | +2,510.1% | +384.8% | +104.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling