-12.3%
DXCM vs CL
+39.1%
-51.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +2.0% |
| 7D | -4.4% | +0.5% | -4.9% | -4.4% |
| 30D | -3.6% | +11.6% | -15.2% | -3.6% |
| 3M | -4.3% | +5.6% | -9.9% | -4.4% |
| 6M | +33.8% | +13.2% | +20.6% | +34.1% |
| YTD | +22.1% | +26.9% | -4.8% | +24.5% |
| 1Y | +47.4% | +27.3% | +20.1% | +50.2% |
| 3Y | -12.3% | +39.7% | -52.0% | -16.2% |
| All | -12.3% | +39.1% | -51.4% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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