+44.6%
DXCM vs CTVA
+33.4%
+11.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.2% | +3.4% | +7.2% |
| 7D | +12.5% | +8.2% | +4.3% | +14.1% |
| 30D | +1.8% | -1.0% | +2.9% | +1.9% |
| 3M | +1.8% | +4.6% | -2.8% | +3.7% |
| 6M | +47.4% | +0.5% | +46.9% | +45.7% |
| YTD | +33.3% | +22.7% | +10.6% | +28.0% |
| 1Y | +44.6% | +32.0% | +12.7% | +39.2% |
| All | +44.6% | +33.4% | +11.2% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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