+226.3%
CLSK vs DXCM
-20.4%
+246.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.8% | +8.5% | +7.2% |
| 7D | +7.7% | -5.5% | +13.3% | +9.0% |
| 30D | +12.2% | -8.6% | +20.8% | +14.2% |
| 3M | -15.5% | +10.3% | -25.8% | -18.7% |
| 6M | +39.3% | +25.2% | +14.1% | +29.2% |
| YTD | +35.1% | +25.1% | +10.0% | +25.5% |
| 1Y | +34.0% | +9.2% | +24.8% | +28.1% |
| 3Y | +226.3% | -22.6% | +248.9% | +224.4% |
| All | +226.3% | -20.4% | +246.7% | +224.4% |
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