+505.7%
CIFR vs DBX
+23.5%
+482.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.3% | -11.0% | -9.3% |
| 7D | +11.3% | +0.3% | +11.1% | +11.2% |
| 30D | +3.5% | 0.0% | +3.5% | +3.0% |
| 3M | -26.6% | +26.1% | -52.7% | -35.0% |
| 6M | +18.1% | +29.4% | -11.3% | +0.5% |
| YTD | +14.5% | +24.4% | -9.9% | -0.8% |
| 1Y | +83.3% | +10.9% | +72.4% | +72.3% |
| All | +505.7% | +23.5% | +482.2% | +429.1% |
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 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