+79.2%
CIFR vs DXCM
-11.5%
+90.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.8% |
| 7D | +16.9% | -3.2% | +20.2% | +18.2% |
| 30D | -5.2% | +6.3% | -11.5% | -7.5% |
| 3M | -30.6% | +21.1% | -51.7% | -36.1% |
| 6M | +10.6% | +20.6% | -10.0% | +1.4% |
| YTD | +20.2% | +32.4% | -12.2% | +6.3% |
| 1Y | +139.7% | +8.8% | +130.9% | +125.3% |
| 3Y | +489.4% | -13.7% | +503.1% | +450.7% |
| 5Y | +54.4% | -35.2% | +89.6% | +41.1% |
| All | +79.2% | -11.5% | +90.7% | +56.0% |
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