+2,623.0%
DXCM vs CRS
+1,308.1%
+1,314.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.6% |
| 7D | -3.7% | +0.2% | -3.9% | -3.9% |
| 30D | -5.0% | -22.9% | +17.9% | +1.7% |
| 3M | -8.8% | -46.8% | +38.0% | +8.9% |
| 6M | +31.9% | -30.4% | +62.3% | +43.3% |
| YTD | +20.4% | -5.4% | +25.8% | +17.4% |
| 1Y | +45.7% | -9.0% | +54.7% | +43.5% |
| 3Y | -15.0% | +352.2% | -367.2% | -53.4% |
| 5Y | -48.5% | +852.2% | -900.7% | -79.2% |
| 10Y | +411.2% | +862.6% | -451.4% | +62.9% |
| All | +2,623.0% | +1,308.1% | +1,314.9% | +414.6% |
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 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