-71.1%
CIFR vs D
+23.9%
-95.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +4.4% | -24.4% | -17.1% |
| 7D | -26.7% | +8.5% | -35.2% | -22.9% |
| 30D | -58.0% | +14.3% | -72.3% | -55.1% |
| 3M | -68.1% | +1.8% | -69.9% | -66.9% |
| 6M | -63.7% | +13.0% | -76.7% | -61.8% |
| YTD | -56.0% | +22.7% | -78.7% | -55.4% |
| 1Y | -71.1% | +22.6% | -93.7% | -71.0% |
| All | -71.1% | +23.9% | -95.0% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling