+423.1%
DXCM vs CRL
+400.8%
+22.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.7% | -2.6% | +0.4% |
| 7D | -4.4% | +4.4% | -8.7% | -6.5% |
| 30D | -3.6% | +17.1% | -20.7% | -10.6% |
| 3M | -4.3% | +32.1% | -36.4% | -15.6% |
| 6M | +33.8% | +98.9% | -65.2% | -1.4% |
| YTD | +22.1% | +77.1% | -55.0% | -7.2% |
| 1Y | +47.4% | +110.3% | -62.9% | +3.9% |
| 3Y | -12.3% | +108.5% | -120.8% | -45.9% |
| 5Y | -49.1% | -7.9% | -41.2% | -51.7% |
| 10Y | +423.1% | +368.9% | +54.2% | +91.5% |
| All | +423.1% | +400.8% | +22.3% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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