-27.8%
CIFR vs DAR
+22.8%
-50.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.3% |
| 7D | +28.8% | +9.2% | +19.6% | +24.7% |
| 30D | -36.9% | -12.3% | -24.7% | -33.6% |
| 3M | -60.0% | -12.7% | -47.3% | -58.3% |
| 6M | -64.4% | -12.8% | -51.6% | -63.0% |
| YTD | -51.6% | +53.8% | -105.3% | -60.2% |
| 1Y | -58.9% | +60.3% | -119.1% | -66.9% |
| 3Y | +139.9% | +31.7% | +108.2% | +105.8% |
| 5Y | -15.1% | -27.7% | +12.7% | -15.0% |
| All | -27.8% | +22.8% | -50.6% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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