+1,628.1%
CLS vs DXCM
+410.2%
+1,217.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +1.6% |
| 7D | -22.2% | -3.5% | -18.7% | -21.8% |
| 30D | -44.4% | -5.8% | -38.6% | -43.9% |
| 3M | -34.3% | -4.3% | -29.9% | -34.1% |
| 6M | -50.1% | +31.6% | -81.6% | -53.5% |
| YTD | -30.1% | +19.6% | -49.7% | -33.6% |
| 1Y | -39.3% | +36.9% | -76.2% | -43.8% |
| 3Y | +732.7% | -16.3% | +749.0% | +712.2% |
| 5Y | +1,777.2% | -50.0% | +1,827.2% | +1,822.5% |
| All | +1,628.1% | +410.2% | +1,217.9% | +1,333.1% |
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