-33.9%
CIFR vs DXCM
-20.1%
-13.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -6.0% | +23.9% | +19.7% |
| 7D | -10.2% | -3.5% | -6.7% | -10.1% |
| 30D | -55.0% | -5.8% | -49.2% | -54.7% |
| 3M | -64.1% | -4.3% | -59.7% | -64.2% |
| 6M | -70.1% | +31.6% | -101.7% | -74.1% |
| YTD | -55.7% | +19.6% | -75.3% | -60.0% |
| 1Y | -69.9% | +36.9% | -106.7% | -74.1% |
| 3Y | +68.7% | -16.3% | +85.0% | +58.0% |
| 5Y | -26.2% | -50.0% | +23.8% | -29.9% |
| All | -33.9% | -20.1% | -13.8% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling