-17.2%
DXCM vs CRL
+99.6%
-116.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -3.6% | +8.9% | -12.5% | -4.6% |
| 30D | -4.3% | +14.0% | -18.3% | -6.4% |
| 3M | -10.4% | +19.8% | -30.2% | -13.0% |
| 6M | +33.1% | +102.0% | -68.9% | +18.9% |
| YTD | +22.6% | +70.8% | -48.2% | +11.7% |
| 1Y | +36.5% | +98.7% | -62.2% | +21.5% |
| All | -17.2% | +99.6% | -116.8% | -31.8% |
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