+79.9%
CIFR vs DASH
+16.3%
+63.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.6% | +6.8% | +4.5% |
| 7D | +16.9% | -10.6% | +27.5% | +23.6% |
| 30D | -5.2% | +2.2% | -7.3% | -7.0% |
| 3M | -30.6% | +32.3% | -62.8% | -41.7% |
| 6M | +10.6% | +19.1% | -8.5% | -4.0% |
| YTD | +20.2% | -6.5% | +26.7% | +18.3% |
| 1Y | +139.7% | -14.9% | +154.6% | +146.2% |
| 3Y | +489.4% | +151.9% | +337.4% | +250.5% |
| 5Y | +54.4% | +9.4% | +45.0% | +2.7% |
| All | +79.9% | +16.3% | +63.6% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling