+70.2%
CIFR vs DBX
+77.8%
-7.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.3% | +5.0% |
| 7D | -5.0% | +2.1% | -7.1% | -6.1% |
| 30D | -5.7% | +5.7% | -11.4% | -9.0% |
| 3M | -25.5% | +31.8% | -57.3% | -38.3% |
| 6M | +19.4% | +37.5% | -18.0% | -7.2% |
| YTD | +14.2% | +27.9% | -13.8% | -7.9% |
| 1Y | +69.0% | +15.0% | +54.0% | +46.3% |
| 3Y | +503.9% | +27.2% | +476.8% | +379.8% |
| 5Y | +27.7% | +12.8% | +14.9% | -7.7% |
| All | +70.2% | +77.8% | -7.6% | +19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling