-31.2%
CIFR vs D
+8.4%
-39.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.6% | +4.1% |
| 7D | -0.7% | +0.8% | -1.5% | -0.9% |
| 30D | -49.6% | +10.7% | -60.3% | -50.4% |
| 3M | -60.4% | +2.3% | -62.6% | -60.5% |
| 6M | -66.9% | +12.5% | -79.4% | -67.6% |
| YTD | -53.9% | +20.1% | -74.0% | -55.6% |
| 1Y | -67.1% | +15.6% | -82.6% | -68.1% |
| 3Y | +118.3% | +75.2% | +43.1% | +91.1% |
| 5Y | -26.9% | +14.6% | -41.4% | -31.4% |
| All | -31.2% | +8.4% | -39.7% | -36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling