-38.6%
DXCM vs CLBK
+43.5%
-82.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.8% |
| 3M | +10.3% | +23.9% | -13.5% | +5.5% |
| 6M | +24.1% | +42.3% | -18.2% | +15.6% |
| YTD | +27.4% | +65.4% | -38.0% | +15.0% |
| 1Y | +8.4% | +70.3% | -62.0% | -2.8% |
| 3Y | -19.0% | +54.5% | -73.5% | -27.6% |
| 5Y | -38.6% | +43.1% | -81.7% | -44.5% |
| All | -38.6% | +43.5% | -82.1% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling