+68.7%
CIFR vs DAR
+11.9%
+56.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.0% | +18.9% | +18.4% |
| 7D | -10.2% | -9.9% | -0.3% | -5.4% |
| 30D | -55.0% | -16.4% | -38.7% | -51.3% |
| 3M | -64.1% | -17.1% | -47.0% | -61.5% |
| 6M | -70.1% | -20.5% | -49.7% | -67.4% |
| YTD | -55.7% | +39.4% | -95.1% | -65.0% |
| 1Y | -69.9% | +57.2% | -127.1% | -77.9% |
| 3Y | +68.7% | +13.9% | +54.8% | +56.0% |
| All | +68.7% | +11.9% | +56.8% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling