+39.5%
DXCM vs CLBK
+63.8%
-24.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +4.9% | +0.9% | +4.0% | +4.7% |
| 30D | -0.2% | +3.4% | -3.6% | -0.9% |
| 3M | -8.9% | -4.3% | -4.6% | -8.1% |
| 6M | +42.3% | +28.4% | +13.9% | +34.1% |
| YTD | +25.6% | +59.4% | -33.9% | +15.5% |
| 1Y | +39.5% | +64.8% | -25.3% | +27.8% |
| All | +39.5% | +63.8% | -24.3% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling