-16.3%
DXCM vs CLBK
+44.9%
-61.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -7.0% | -6.2% |
| 7D | -3.5% | +0.6% | -4.1% | -3.6% |
| 30D | -5.8% | +2.9% | -8.7% | -6.3% |
| 3M | -4.3% | +3.0% | -7.3% | -4.9% |
| 6M | +31.6% | +27.3% | +4.3% | +25.4% |
| YTD | +19.6% | +58.0% | -38.3% | +9.5% |
| 1Y | +36.9% | +62.4% | -25.5% | +24.5% |
| 3Y | -16.3% | +46.9% | -63.2% | -24.1% |
| All | -16.3% | +44.9% | -61.1% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling