+43.0%
CIFR vs DASH
+94.5%
-51.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -9.4% | -5.2% | -9.8% |
| 7D | -31.5% | +0.5% | -32.0% | -32.8% |
| 30D | -64.2% | -7.1% | -57.1% | -63.3% |
| 3M | -70.3% | -13.2% | -57.1% | -68.9% |
| 6M | -74.9% | +8.3% | -83.2% | -78.0% |
| YTD | -62.4% | -20.6% | -41.8% | -59.0% |
| 1Y | -77.5% | -24.4% | -53.1% | -74.9% |
| All | +43.0% | +94.5% | -51.5% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling