-31.2%
CIFR vs DXCM
-18.4%
-12.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +2.0% | +3.4% |
| 7D | -0.7% | -4.4% | +3.6% | -0.2% |
| 30D | -49.6% | -3.6% | -46.0% | -49.6% |
| 3M | -60.4% | -4.3% | -56.0% | -60.5% |
| 6M | -66.9% | +33.8% | -100.6% | -71.3% |
| YTD | -53.9% | +22.1% | -76.0% | -58.6% |
| 1Y | -67.1% | +47.4% | -114.5% | -72.4% |
| 3Y | +118.3% | -12.3% | +130.5% | +100.8% |
| 5Y | -26.9% | -49.1% | +22.2% | -30.9% |
| All | -31.2% | -18.4% | -12.8% | -39.3% |
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