-12.4%
DXCM vs CL
+30.5%
-42.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -2.0% |
| 7D | -3.2% | -2.2% | -1.0% | -3.2% |
| 30D | +6.3% | -4.8% | +11.2% | +6.3% |
| 3M | +21.1% | +4.9% | +16.2% | +21.6% |
| 6M | +20.6% | -5.7% | +26.3% | +19.5% |
| YTD | +32.4% | +14.4% | +18.1% | +34.9% |
| 1Y | +8.8% | +8.7% | +0.1% | +10.4% |
| All | -12.4% | +30.5% | -42.8% | -15.2% |
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