-12.4%
DXCM vs CRL
+38.0%
-50.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.4% | -1.8% |
| 7D | -3.2% | -1.0% | -2.2% | -3.1% |
| 30D | +6.3% | +10.7% | -4.3% | +4.7% |
| 3M | +21.1% | +55.3% | -34.2% | +12.7% |
| 6M | +20.6% | +60.7% | -40.1% | +11.1% |
| YTD | +32.4% | +44.6% | -12.2% | +23.7% |
| 1Y | +8.8% | +77.7% | -68.9% | -1.7% |
| All | -12.4% | +38.0% | -50.4% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling