-50.9%
CRCL vs DXCM
+37.8%
-88.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.9% |
| 7D | -8.4% | +4.9% | -13.3% | -9.1% |
| 30D | -21.8% | -0.2% | -21.6% | -21.6% |
| 3M | -17.5% | -8.9% | -8.6% | -16.4% |
| 6M | -50.9% | +42.3% | -93.1% | -56.1% |
| All | -50.9% | +37.8% | -88.7% | -56.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling