+2,894.9%
DXCM vs CL
+443.6%
+2,451.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.3% |
| 7D | -3.2% | -2.2% | -1.0% | -2.2% |
| 30D | +6.3% | -4.8% | +11.2% | +8.8% |
| 3M | +21.1% | +4.9% | +16.2% | +18.0% |
| 6M | +20.6% | -5.7% | +26.3% | +23.3% |
| YTD | +32.4% | +14.4% | +18.1% | +23.0% |
| 1Y | +8.8% | +8.7% | +0.1% | +3.1% |
| 3Y | -13.7% | +30.0% | -43.7% | -28.7% |
| 5Y | -35.2% | +28.4% | -63.5% | -46.7% |
| 10Y | +281.8% | +50.1% | +231.7% | +172.1% |
| All | +2,894.9% | +443.6% | +2,451.3% | +797.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling