+87.0%
CIFR vs DXCM
-14.9%
+101.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.8% | +8.2% | +5.6% |
| 7D | +26.7% | -6.2% | +32.9% | +29.2% |
| 30D | +7.7% | -0.3% | +8.0% | +7.3% |
| 3M | -23.8% | +10.3% | -34.1% | -27.7% |
| 6M | +35.9% | +24.1% | +11.8% | +22.8% |
| YTD | +25.4% | +27.4% | -2.0% | +12.3% |
| 1Y | +139.8% | +8.4% | +131.4% | +125.2% |
| 3Y | +515.0% | -19.0% | +533.9% | +489.1% |
| 5Y | +52.1% | -38.6% | +90.7% | +40.8% |
| All | +87.0% | -14.9% | +101.9% | +64.7% |
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 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