+1,298.7%
CRDO vs DXCM
-17.0%
+1,315.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.1% |
| 7D | -4.5% | -5.5% | +1.1% | -3.2% |
| 30D | -39.2% | -8.6% | -30.7% | -37.9% |
| 3M | -38.5% | +10.3% | -48.8% | -40.5% |
| 6M | +40.6% | +25.2% | +15.4% | +30.5% |
| YTD | +13.2% | +25.1% | -11.9% | +4.7% |
| 1Y | +2.3% | +9.2% | -7.0% | -2.7% |
| 3Y | +942.5% | -22.6% | +965.2% | +914.5% |
| All | +1,298.7% | -17.0% | +1,315.7% | +1,069.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling