+148.3%
CIFR vs D
+73.0%
+75.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.5% |
| 7D | +28.8% | -3.1% | +31.9% | +28.4% |
| 30D | -36.9% | +8.4% | -45.3% | -36.9% |
| 3M | -60.0% | +0.2% | -60.2% | -59.8% |
| 6M | -64.4% | +9.5% | -73.8% | -64.6% |
| YTD | -51.6% | +18.8% | -70.4% | -52.6% |
| 1Y | -58.9% | +14.7% | -73.6% | -59.5% |
| All | +148.3% | +73.0% | +75.3% | +102.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling