-30.7%
CIFR vs D
+7.5%
-38.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | +4.8% | -1.4% | +6.2% | +4.9% |
| 30D | -31.0% | +7.7% | -38.7% | -31.7% |
| 3M | -58.7% | -0.3% | -58.4% | -58.7% |
| 6M | -67.7% | +10.1% | -77.8% | -68.4% |
| YTD | -53.5% | +19.1% | -72.6% | -55.2% |
| 1Y | -54.1% | +15.9% | -70.0% | -55.5% |
| 3Y | +138.2% | +75.0% | +63.2% | +108.3% |
| 5Y | -18.5% | +13.4% | -31.9% | -23.6% |
| All | -30.7% | +7.5% | -38.2% | -36.0% |
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 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