+393.1%
DXCM vs CRS
+882.2%
-489.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.1% |
| 7D | -9.2% | +4.4% | -13.6% | -10.0% |
| 30D | -6.5% | -19.1% | +12.7% | -3.2% |
| 3M | -10.3% | -43.2% | +33.0% | -0.6% |
| 6M | +35.4% | -28.9% | +64.3% | +42.2% |
| YTD | +21.1% | -3.0% | +24.0% | +18.6% |
| 1Y | +38.2% | -5.3% | +43.5% | +35.9% |
| 3Y | -14.6% | +363.5% | -378.1% | -41.5% |
| 5Y | -49.6% | +858.2% | -907.7% | -71.4% |
| 10Y | +393.1% | +862.9% | -469.8% | +149.6% |
| All | +393.1% | +882.2% | -489.1% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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