-27.8%
CIFR vs DBX
+67.5%
-95.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | +28.8% | -6.3% | +35.1% | +31.9% |
| 30D | -36.9% | -5.9% | -31.1% | -35.9% |
| 3M | -60.0% | -0.4% | -59.6% | -61.2% |
| 6M | -64.4% | +29.8% | -94.2% | -71.5% |
| YTD | -51.6% | +20.5% | -72.1% | -60.7% |
| 1Y | -58.9% | +8.7% | -67.5% | -64.2% |
| 3Y | +139.9% | +25.9% | +114.0% | +85.8% |
| 5Y | -15.1% | +24.2% | -39.2% | -38.9% |
| All | -27.8% | +67.5% | -95.3% | -49.2% |
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