+8.5%
CRCL vs DXCM
-1.5%
+10.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.6% | -2.9% |
| 7D | -12.5% | -5.8% | -6.7% | -12.2% |
| 30D | +26.9% | -5.6% | +32.5% | +27.4% |
| 3M | +14.4% | +13.0% | +1.4% | +13.4% |
| 6M | -23.5% | +24.7% | -48.2% | -23.5% |
| YTD | +13.9% | +27.3% | -13.4% | +14.1% |
| 1Y | -20.6% | +11.2% | -31.8% | -20.1% |
| All | +8.5% | -1.5% | +10.0% | +9.5% |
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 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