+404.2%
DXCM vs CVE
+136.1%
+268.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.9% |
| 7D | -3.5% | -16.1% | +12.6% | -1.5% |
| 30D | -5.8% | -10.4% | +4.6% | -4.7% |
| 3M | -4.3% | -2.4% | -2.0% | -4.4% |
| 6M | +31.6% | -4.4% | +36.0% | +31.5% |
| YTD | +19.6% | +64.9% | -45.3% | +10.7% |
| 1Y | +36.9% | +66.0% | -29.2% | +26.4% |
| 3Y | -16.3% | +57.7% | -73.9% | -23.4% |
| 5Y | -50.0% | +144.7% | -194.7% | -57.6% |
| All | +404.2% | +136.1% | +268.0% | +285.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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