+9.7%
CRM vs DXCM
-19.0%
+28.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.6% |
| 7D | -8.1% | -5.8% | -2.3% | -7.1% |
| 30D | +23.1% | -5.6% | +28.7% | +24.4% |
| 3M | +42.5% | +13.0% | +29.5% | +39.3% |
| 6M | +25.3% | +24.7% | +0.6% | +20.3% |
| YTD | -7.8% | +27.3% | -35.1% | -11.8% |
| 1Y | +1.0% | +11.2% | -10.2% | -1.8% |
| All | +9.7% | -19.0% | +28.7% | +9.8% |
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