+257.0%
DXCM vs CRH
+253.3%
+3.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | -5.5% | -6.1% | +0.5% | -3.3% |
| 30D | -8.6% | -9.3% | +0.7% | -5.3% |
| 3M | +10.3% | -15.2% | +25.5% | +16.9% |
| 6M | +25.2% | -14.2% | +39.4% | +31.3% |
| YTD | +25.1% | -28.3% | +53.4% | +40.0% |
| 1Y | +9.2% | -21.8% | +31.0% | +17.7% |
| 3Y | -22.6% | +71.6% | -94.2% | -41.0% |
| 5Y | -39.5% | +96.6% | -136.2% | -57.4% |
| All | +257.0% | +253.3% | +3.7% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 10y: compounded portfolio wealth divided by compounded CRH 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…
10y analysis · Full analysis span regression · 6 months rolling