+487.4%
CIFR vs DAL
+95.1%
+392.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +0.5% |
| 7D | +16.9% | +0.1% | +16.8% | +16.9% |
| 30D | -5.2% | -13.9% | +8.7% | +8.2% |
| 3M | -30.6% | +1.1% | -31.6% | -32.1% |
| 6M | +10.6% | +26.2% | -15.6% | -11.0% |
| YTD | +20.2% | +16.4% | +3.8% | +2.4% |
| 1Y | +139.7% | +33.9% | +105.9% | +79.8% |
| All | +487.4% | +95.1% | +392.3% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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