+2,894.9%
DXCM vs CRS
+2,149.5%
+745.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.5% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | +6.3% | -16.6% | +23.0% | +12.1% |
| 3M | +21.1% | -3.5% | +24.6% | +21.0% |
| 6M | +20.6% | +15.4% | +5.1% | +13.1% |
| YTD | +32.4% | +51.2% | -18.8% | +13.4% |
| 1Y | +8.8% | +98.3% | -89.5% | -15.9% |
| 3Y | -13.7% | +651.5% | -665.3% | -59.3% |
| 5Y | -35.2% | +1,411.1% | -1,446.3% | -77.1% |
| 10Y | +281.8% | +1,424.3% | -1,142.5% | +5.7% |
| All | +2,894.9% | +2,149.5% | +745.4% | +396.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling