+148.3%
CIFR vs DBX
+26.5%
+121.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | +28.8% | -6.3% | +35.1% | +30.1% |
| 30D | -36.9% | -5.9% | -31.1% | -36.5% |
| 3M | -60.0% | -0.4% | -59.6% | -60.7% |
| 6M | -64.4% | +29.8% | -94.2% | -70.0% |
| YTD | -51.6% | +20.5% | -72.1% | -58.2% |
| 1Y | -58.9% | +8.7% | -67.5% | -61.7% |
| All | +148.3% | +26.5% | +121.8% | +107.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling