+1,225.8%
CLS vs DXCM
-13.8%
+1,239.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.2% |
| 7D | +4.6% | -3.2% | +7.8% | +5.3% |
| 30D | -13.9% | +6.3% | -20.2% | -15.1% |
| 3M | -26.6% | +21.1% | -47.7% | -30.2% |
| 6M | +15.4% | +20.6% | -5.2% | +9.5% |
| YTD | +5.7% | +32.4% | -26.8% | -2.2% |
| 1Y | +41.1% | +8.8% | +32.3% | +36.3% |
| All | +1,225.8% | -13.8% | +1,239.5% | +1,200.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling