+357.7%
DXCM vs CLBK
+64.7%
+293.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -6.5% | -1.5% | -5.0% | -6.1% |
| 30D | -4.3% | +6.7% | -11.0% | -5.9% |
| 3M | +7.3% | +21.2% | -13.9% | +2.0% |
| 6M | +22.0% | +42.0% | -19.9% | +11.4% |
| YTD | +26.4% | +63.3% | -36.9% | +11.0% |
| 1Y | +7.0% | +65.4% | -58.4% | -6.5% |
| 3Y | -19.6% | +52.5% | -72.1% | -30.3% |
| 5Y | -39.3% | +42.0% | -81.3% | -48.0% |
| All | +357.7% | +64.7% | +293.0% | +278.5% |
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