+2,757.9%
DXCM vs CRH
+551.9%
+2,206.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.2% |
| 7D | -6.5% | -3.6% | -2.9% | -5.0% |
| 30D | -4.3% | -10.8% | +6.5% | +0.3% |
| 3M | +7.3% | -13.5% | +20.8% | +13.5% |
| 6M | +22.0% | -15.4% | +37.5% | +29.5% |
| YTD | +26.4% | -27.6% | +54.0% | +42.9% |
| 1Y | +7.0% | -18.4% | +25.4% | +14.3% |
| 3Y | -19.6% | +72.5% | -92.1% | -40.5% |
| 5Y | -39.3% | +99.2% | -138.5% | -58.5% |
| 10Y | +260.9% | +257.0% | +3.9% | +75.4% |
| All | +2,757.9% | +551.9% | +2,206.0% | +699.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling