-29.5%
CIFR vs D
+12.5%
-41.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.5% | +19.4% | +18.0% |
| 7D | -10.2% | +3.0% | -13.2% | -10.6% |
| 30D | -55.0% | +11.5% | -66.5% | -55.8% |
| 3M | -64.1% | +3.7% | -67.8% | -64.2% |
| 6M | -70.1% | +13.5% | -83.7% | -71.0% |
| YTD | -55.7% | +20.7% | -76.4% | -57.6% |
| 1Y | -69.9% | +18.2% | -88.1% | -71.0% |
| 3Y | +68.7% | +73.3% | -4.6% | +44.0% |
| All | -29.5% | +12.5% | -41.9% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling