+1,929.4%
CLS vs DXCM
+412.4%
+1,517.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +8.4% |
| 7D | +2.8% | -9.2% | +11.9% | +4.6% |
| 30D | -30.1% | -6.5% | -23.6% | -29.4% |
| 3M | -21.7% | -10.3% | -11.5% | -20.5% |
| 6M | -36.2% | +35.4% | -71.7% | -40.9% |
| YTD | -17.8% | +21.1% | -38.9% | -22.1% |
| 1Y | -26.8% | +38.2% | -65.0% | -32.3% |
| 3Y | +853.4% | -14.6% | +867.9% | +826.7% |
| 5Y | +2,005.0% | -49.6% | +2,054.6% | +2,052.9% |
| 10Y | +1,929.4% | +393.1% | +1,536.3% | +1,585.9% |
| All | +1,929.4% | +412.4% | +1,517.0% | +1,585.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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