+15.6%
CRCL vs DXCM
-1.5%
+17.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.8% | -1.9% | -5.5% |
| 7D | +7.5% | -6.2% | +13.7% | +7.9% |
| 30D | +44.3% | -0.3% | +44.5% | +44.5% |
| 3M | +16.5% | +10.3% | +6.2% | +15.7% |
| 6M | -5.6% | +24.1% | -29.7% | -5.6% |
| YTD | +21.3% | +27.4% | -6.1% | +21.5% |
| 1Y | -14.5% | +8.4% | -22.8% | -14.1% |
| All | +15.6% | -1.5% | +17.0% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling