-50.0%
CLSK vs DXCM
+37.8%
-87.8%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -2.0% |
| 7D | +8.0% | +4.9% | +3.0% | +9.7% |
| 30D | -27.9% | -0.2% | -27.7% | -27.0% |
| 3M | -42.3% | -8.9% | -33.4% | -42.9% |
| 6M | -50.0% | +42.3% | -92.3% | -51.2% |
| All | -50.0% | +37.8% | -87.8% | -51.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling