+122.5%
CRWV vs DXCM
+19.5%
+103.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +0.1% |
| 7D | -0.4% | -5.5% | +5.1% | +0.5% |
| 30D | -17.4% | -8.6% | -8.8% | -16.2% |
| 3M | -7.1% | +10.3% | -17.4% | -8.9% |
| 6M | +8.6% | +25.2% | -16.6% | +3.3% |
| YTD | +24.3% | +25.1% | -0.8% | +18.6% |
| 1Y | -21.0% | +9.2% | -30.3% | -20.8% |
| All | +122.5% | +19.5% | +103.0% | +87.9% |
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