-33.9%
CIFR vs DAL
+183.4%
-217.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +2.2% | +15.8% | +16.5% |
| 7D | -10.2% | +8.8% | -19.0% | -16.2% |
| 30D | -55.0% | +5.4% | -60.4% | -56.9% |
| 3M | -64.1% | -4.9% | -59.1% | -63.2% |
| 6M | -70.1% | +19.8% | -90.0% | -73.9% |
| YTD | -55.7% | +27.0% | -82.6% | -62.8% |
| 1Y | -69.9% | +52.5% | -122.3% | -77.7% |
| 3Y | +68.7% | +173.8% | -105.2% | -5.7% |
| 5Y | -26.2% | +104.5% | -130.8% | -55.7% |
| All | -33.9% | +183.4% | -217.3% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling