-54.1%
CIFR vs DASH
-13.3%
-40.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -4.1% |
| 7D | +4.8% | -4.5% | +9.4% | +4.7% |
| 30D | -31.0% | -6.8% | -24.2% | -30.5% |
| 3M | -58.7% | -20.7% | -38.0% | -58.5% |
| 6M | -67.7% | +15.1% | -82.8% | -68.7% |
| YTD | -53.5% | -24.3% | -29.3% | -53.6% |
| 1Y | -54.1% | -12.1% | -41.9% | -51.4% |
| All | -54.1% | -13.3% | -40.8% | -51.4% |
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