+138.2%
CIFR vs DXCM
-13.9%
+152.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.4% | -4.5% |
| 7D | +4.8% | +4.9% | -0.1% | +3.8% |
| 30D | -31.0% | -0.2% | -30.8% | -31.5% |
| 3M | -58.7% | -8.9% | -49.8% | -58.2% |
| 6M | -67.7% | +42.3% | -110.0% | -71.8% |
| YTD | -53.5% | +25.6% | -79.1% | -57.6% |
| 1Y | -54.1% | +39.5% | -93.6% | -59.2% |
| 3Y | +138.2% | -15.3% | +153.5% | +171.4% |
| All | +138.2% | -13.9% | +152.1% | +171.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling