+487.4%
CIFR vs DASH
+152.1%
+335.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.6% | +6.8% | +4.8% |
| 7D | +16.9% | -10.6% | +27.5% | +24.4% |
| 30D | -5.2% | +2.2% | -7.3% | -7.4% |
| 3M | -30.6% | +32.3% | -62.8% | -43.6% |
| 6M | +10.6% | +19.1% | -8.5% | -6.4% |
| YTD | +20.2% | -6.5% | +26.7% | +21.3% |
| 1Y | +139.7% | -14.9% | +154.6% | +157.6% |
| All | +487.4% | +152.1% | +335.3% | +195.3% |
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