-80.9%
CLSK vs DXCM
+368.3%
-449.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -3.7% |
| 7D | +8.0% | +4.9% | +3.0% | +6.0% |
| 30D | -27.9% | -0.2% | -27.7% | -28.6% |
| 3M | -42.3% | -8.9% | -33.4% | -41.0% |
| 6M | -50.0% | +42.3% | -92.3% | -58.6% |
| YTD | -34.3% | +25.6% | -59.8% | -42.6% |
| 1Y | -44.5% | +39.5% | -84.0% | -53.3% |
| 3Y | +74.5% | -15.3% | +89.8% | +60.6% |
| 5Y | -69.0% | -48.4% | -20.5% | -65.8% |
| All | -80.9% | +368.3% | -449.3% | -86.8% |
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