+168.7%
DXCM vs CTVA
+198.5%
-29.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -3.7% | +2.4% | -6.1% | -4.1% |
| 30D | -5.0% | -8.1% | +3.1% | -3.4% |
| 3M | -8.8% | +6.3% | -15.1% | -10.5% |
| 6M | +31.9% | +0.4% | +31.4% | +29.7% |
| YTD | +20.4% | +21.8% | -1.4% | +12.6% |
| 1Y | +45.7% | +24.9% | +20.8% | +35.5% |
| 3Y | -15.0% | +92.3% | -107.3% | -30.3% |
| 5Y | -48.5% | +78.9% | -127.4% | -57.0% |
| All | +168.7% | +198.5% | -29.8% | +92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling