-71.1%
CIFR vs DXCM
+44.8%
-116.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +6.6% | -26.6% | -19.3% |
| 7D | -26.7% | +12.5% | -39.3% | -26.4% |
| 30D | -58.0% | +1.8% | -59.8% | -57.6% |
| 3M | -68.1% | +1.8% | -69.9% | -67.8% |
| 6M | -63.7% | +47.4% | -111.0% | -67.3% |
| YTD | -56.0% | +33.3% | -89.3% | -57.5% |
| 1Y | -71.1% | +44.6% | -115.7% | -72.7% |
| All | -71.1% | +44.8% | -116.0% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 1y: compounded portfolio wealth divided by compounded DXCM 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…
1y analysis · Full analysis span regression · 6 months rolling