+838.1%
CLS vs DXCM
-13.9%
+852.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -5.8% |
| 7D | +16.3% | +4.9% | +11.3% | +15.2% |
| 30D | -25.7% | -0.2% | -25.5% | -25.8% |
| 3M | -30.9% | -8.9% | -22.0% | -29.9% |
| 6M | -35.5% | +42.3% | -77.8% | -41.9% |
| YTD | -18.7% | +25.6% | -44.3% | -24.4% |
| 1Y | -17.9% | +39.5% | -57.4% | -25.5% |
| 3Y | +838.1% | -15.3% | +853.4% | +764.2% |
| All | +838.1% | -13.9% | +852.0% | +764.2% |
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