-71.1%
CIFR vs DASH
-16.7%
-54.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +8.3% | -28.3% | -20.1% |
| 7D | -26.7% | +17.2% | -43.9% | -27.7% |
| 30D | -58.0% | +3.6% | -61.6% | -57.8% |
| 3M | -68.1% | -1.9% | -66.2% | -68.0% |
| 6M | -63.7% | +15.1% | -78.7% | -64.9% |
| YTD | -56.0% | -12.3% | -43.6% | -53.5% |
| 1Y | -71.1% | -17.2% | -53.9% | -69.2% |
| All | -71.1% | -16.7% | -54.4% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 1y: compounded portfolio wealth divided by compounded DASH 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…
1y analysis · Full analysis span regression · 6 months rolling