+138.2%
CIFR vs DAR
+33.7%
+104.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.6% |
| 7D | +4.8% | +11.6% | -6.7% | -0.3% |
| 30D | -31.0% | -10.2% | -20.7% | -27.4% |
| 3M | -58.7% | -14.8% | -43.9% | -56.0% |
| 6M | -67.7% | -10.1% | -57.6% | -66.7% |
| YTD | -53.5% | +55.5% | -109.1% | -64.9% |
| 1Y | -54.1% | +61.7% | -115.7% | -66.2% |
| 3Y | +138.2% | +37.2% | +101.0% | +91.0% |
| All | +138.2% | +33.7% | +104.5% | +91.0% |
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