-0.8%
CRM vs DXCM
-38.7%
+37.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.4% |
| 7D | -4.4% | -5.5% | +1.1% | -2.9% |
| 30D | +28.1% | -8.6% | +36.7% | +31.4% |
| 3M | +48.8% | +10.3% | +38.5% | +44.7% |
| 6M | +28.3% | +25.2% | +3.0% | +20.0% |
| YTD | -6.0% | +25.1% | -31.1% | -12.2% |
| 1Y | +1.4% | +9.2% | -7.8% | -2.6% |
| 3Y | +11.8% | -22.6% | +34.5% | +9.8% |
| All | -0.8% | -38.7% | +37.8% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling