-71.1%
CIFR vs DBX
+22.5%
-93.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.3% | -23.2% | -17.8% |
| 7D | -26.7% | -1.1% | -25.6% | -26.6% |
| 30D | -58.0% | +5.0% | -63.0% | -56.2% |
| 3M | -68.1% | +4.6% | -72.7% | -66.4% |
| 6M | -63.7% | +43.9% | -107.6% | -56.8% |
| YTD | -56.0% | +29.9% | -85.8% | -46.7% |
| 1Y | -71.1% | +24.6% | -95.7% | -64.5% |
| All | -71.1% | +22.5% | -93.7% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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