-19.0%
DXCM vs CLBK
+55.4%
-74.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.7% |
| 7D | -6.2% | +1.1% | -7.4% | -6.4% |
| 30D | -0.3% | +7.8% | -8.0% | -1.6% |
| 3M | +10.3% | +23.9% | -13.5% | +5.9% |
| 6M | +24.1% | +42.3% | -18.2% | +16.3% |
| YTD | +27.4% | +65.4% | -38.0% | +16.2% |
| 1Y | +8.4% | +70.3% | -62.0% | -1.7% |
| 3Y | -19.0% | +54.5% | -73.5% | -28.1% |
| All | -19.0% | +55.4% | -74.4% | -28.1% |
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