+436.3%
DXCM vs CVE
+137.5%
+298.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.7% | -1.8% | -4.2% |
| 7D | +5.7% | -14.1% | +19.7% | +7.5% |
| 30D | +1.3% | -11.6% | +12.9% | +2.6% |
| 3M | +2.2% | 0.0% | +2.1% | +1.8% |
| 6M | +42.0% | -8.4% | +50.4% | +42.6% |
| YTD | +27.3% | +65.9% | -38.7% | +17.7% |
| 1Y | +42.5% | +69.4% | -26.9% | +31.2% |
| 3Y | -13.3% | +55.9% | -69.3% | -20.6% |
| 5Y | -46.8% | +146.2% | -193.0% | -55.0% |
| All | +436.3% | +137.5% | +298.7% | +310.2% |
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