+44.6%
DXCM vs CRBG
+20.9%
+23.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.4% | +5.2% | +6.4% |
| 7D | +12.5% | +2.6% | +9.9% | +12.2% |
| 30D | +1.8% | +4.0% | -2.2% | +1.2% |
| 3M | +1.8% | +15.5% | -13.7% | -0.5% |
| 6M | +47.4% | +36.0% | +11.4% | +38.6% |
| YTD | +33.3% | +23.3% | +10.0% | +26.4% |
| 1Y | +44.6% | +19.9% | +24.7% | +37.7% |
| All | +44.6% | +20.9% | +23.7% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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