+423.1%
DXCM vs CVE
+136.7%
+286.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | -4.4% | -10.1% | +5.7% | -3.2% |
| 30D | -3.6% | -12.1% | +8.5% | -2.3% |
| 3M | -4.3% | -1.9% | -2.5% | -4.4% |
| 6M | +33.8% | -1.8% | +35.6% | +33.2% |
| YTD | +22.1% | +65.8% | -43.6% | +12.9% |
| 1Y | +47.4% | +60.8% | -13.4% | +36.8% |
| 3Y | -12.3% | +70.1% | -82.4% | -20.5% |
| 5Y | -49.1% | +134.8% | -183.9% | -56.6% |
| 10Y | +423.1% | +130.1% | +293.0% | +300.6% |
| All | +423.1% | +136.7% | +286.4% | +300.6% |
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