+1,751.5%
CLS vs DXCM
+421.6%
+1,329.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.1% | +5.8% | +7.5% |
| 7D | -10.6% | -4.4% | -6.2% | -9.9% |
| 30D | -38.4% | -3.6% | -34.8% | -38.2% |
| 3M | -29.9% | -4.3% | -25.5% | -29.7% |
| 6M | -40.6% | +33.8% | -74.4% | -44.8% |
| YTD | -24.6% | +22.1% | -46.7% | -28.6% |
| 1Y | -30.8% | +47.4% | -78.2% | -36.8% |
| 3Y | +811.7% | -12.3% | +824.0% | +782.1% |
| 5Y | +1,838.4% | -49.1% | +1,887.5% | +1,879.0% |
| 10Y | +1,751.5% | +423.1% | +1,328.4% | +1,428.5% |
| All | +1,751.5% | +421.6% | +1,329.9% | +1,428.5% |
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