-28.2%
CIFR vs DXCM
-19.1%
-9.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.5% | +8.3% | +8.7% |
| 7D | +9.4% | -9.2% | +18.6% | +12.5% |
| 30D | -45.3% | -6.5% | -38.8% | -44.7% |
| 3M | -58.7% | -10.3% | -48.4% | -57.9% |
| 6M | -64.9% | +35.4% | -100.4% | -69.8% |
| YTD | -51.8% | +21.1% | -72.9% | -56.7% |
| 1Y | -61.9% | +38.2% | -100.1% | -67.3% |
| 3Y | +138.6% | -14.6% | +153.2% | +121.9% |
| 5Y | -13.0% | -49.6% | +36.6% | -17.6% |
| All | -28.2% | -19.1% | -9.0% | -36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling