-58.9%
CIFR vs DASH
-14.2%
-44.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.7% | +0.5% |
| 7D | +28.8% | -4.1% | +32.9% | +28.8% |
| 30D | -36.9% | -10.6% | -26.3% | -36.4% |
| 3M | -60.0% | -18.8% | -41.2% | -59.8% |
| 6M | -64.4% | +11.2% | -75.6% | -65.4% |
| YTD | -51.6% | -23.8% | -27.8% | -51.3% |
| 1Y | -58.9% | -12.2% | -46.7% | -57.2% |
| All | -58.9% | -14.2% | -44.6% | -57.2% |
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