-0.4%
CLSK vs DXCM
-39.5%
+39.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.0% |
| 7D | +1.7% | -5.8% | +7.5% | +4.6% |
| 30D | +11.1% | -5.6% | +16.7% | +13.7% |
| 3M | -14.1% | +13.0% | -27.1% | -22.0% |
| 6M | +32.9% | +24.7% | +8.3% | +13.9% |
| YTD | +26.5% | +27.3% | -0.8% | +7.3% |
| 1Y | +27.6% | +11.2% | +16.4% | +14.4% |
| 3Y | +190.9% | -19.0% | +209.9% | +158.5% |
| 5Y | -0.4% | -38.5% | +38.1% | +9.6% |
| All | -0.4% | -39.5% | +39.1% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling