-60.8%
CLSK vs DXCM
+366.7%
-427.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.8% | +8.5% | +7.5% |
| 7D | +7.7% | -5.5% | +13.3% | +10.0% |
| 30D | +12.2% | -8.6% | +20.8% | +15.8% |
| 3M | -15.5% | +10.3% | -25.8% | -21.0% |
| 6M | +39.3% | +25.2% | +14.1% | +23.1% |
| YTD | +35.1% | +25.1% | +10.0% | +19.6% |
| 1Y | +34.0% | +9.2% | +24.8% | +23.8% |
| 3Y | +226.3% | -22.6% | +248.9% | +213.3% |
| 5Y | +6.4% | -39.5% | +45.9% | +12.9% |
| All | -60.8% | +366.7% | -427.5% | -72.6% |
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