-38.6%
DXCM vs CRS
+1,394.1%
-1,432.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.5% | -0.3% | -3.1% |
| 7D | -6.2% | -3.1% | -3.2% | -5.6% |
| 30D | -0.3% | -19.6% | +19.4% | +4.0% |
| 3M | +10.3% | -8.1% | +18.4% | +11.2% |
| 6M | +24.1% | +18.6% | +5.6% | +18.0% |
| YTD | +27.4% | +45.9% | -18.5% | +15.4% |
| 1Y | +8.4% | +82.5% | -74.1% | -7.5% |
| 3Y | -19.0% | +648.9% | -667.9% | -51.4% |
| 5Y | -38.6% | +1,438.1% | -1,476.7% | -71.2% |
| All | -38.6% | +1,394.1% | -1,432.7% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling