-19.0%
DXCM vs CRS
+653.3%
-672.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.5% | -0.3% | -3.3% |
| 7D | -6.2% | -3.1% | -3.2% | -5.8% |
| 30D | -0.3% | -19.6% | +19.4% | +2.8% |
| 3M | +10.3% | -8.1% | +18.4% | +10.7% |
| 6M | +24.1% | +18.6% | +5.6% | +19.2% |
| YTD | +27.4% | +45.9% | -18.5% | +18.3% |
| 1Y | +8.4% | +82.5% | -74.1% | -3.6% |
| 3Y | -19.0% | +648.9% | -667.9% | -32.6% |
| All | -19.0% | +653.3% | -672.2% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling