+336.1%
DXCM vs CLBK
+62.6%
+273.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -3.7% | +2.4% | -6.1% | -4.3% |
| 30D | -5.0% | +4.9% | -9.9% | -6.1% |
| 3M | -8.8% | +5.3% | -14.1% | -10.1% |
| 6M | +31.9% | +28.3% | +3.5% | +23.4% |
| YTD | +20.4% | +61.1% | -40.7% | +6.1% |
| 1Y | +45.7% | +62.4% | -16.6% | +28.0% |
| 3Y | -15.0% | +54.7% | -69.7% | -26.6% |
| 5Y | -48.5% | +27.4% | -75.9% | -54.2% |
| All | +336.1% | +62.6% | +273.5% | +261.6% |
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