-63.6%
CLSK vs DXCM
+394.0%
-457.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.7% |
| 7D | +8.8% | -3.2% | +12.0% | +10.3% |
| 30D | -6.0% | +6.3% | -12.3% | -8.8% |
| 3M | -24.4% | +21.1% | -45.5% | -31.8% |
| 6M | +19.0% | +20.6% | -1.5% | +7.4% |
| YTD | +25.4% | +32.4% | -7.0% | +8.7% |
| 1Y | +39.8% | +8.8% | +30.9% | +29.6% |
| 3Y | +177.7% | -13.7% | +191.4% | +154.2% |
| 5Y | -11.0% | -35.2% | +24.2% | -7.9% |
| All | -63.6% | +394.0% | -457.7% | -75.1% |
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