+344.1%
DXCM vs CLBK
+61.7%
+282.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | -3.6% | +2.5% | -6.1% | -4.2% |
| 30D | -4.3% | +3.7% | -8.0% | -5.2% |
| 3M | -10.4% | -3.3% | -7.1% | -9.7% |
| 6M | +33.1% | +29.6% | +3.5% | +24.3% |
| YTD | +22.6% | +60.3% | -37.6% | +8.2% |
| 1Y | +36.5% | +63.4% | -26.9% | +19.7% |
| 3Y | -13.5% | +53.8% | -67.3% | -25.2% |
| 5Y | -49.6% | +29.0% | -78.6% | -55.4% |
| All | +344.1% | +61.7% | +282.4% | +268.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling