+272.9%
DXCM vs CVE
+159.5%
+113.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | -3.2% | +2.5% | -5.7% | -3.5% |
| 30D | +6.3% | +16.7% | -10.4% | +4.2% |
| 3M | +21.1% | +9.3% | +11.8% | +19.4% |
| 6M | +20.6% | +43.6% | -23.0% | +14.3% |
| YTD | +32.4% | +93.6% | -61.1% | +20.4% |
| 1Y | +8.8% | +98.8% | -89.9% | -1.6% |
| 3Y | -13.7% | +73.6% | -87.3% | -21.8% |
| 5Y | -35.2% | +312.5% | -347.7% | -48.6% |
| All | +272.9% | +159.5% | +113.5% | +177.6% |
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