+41.6%
CIFR vs DBX
+6.4%
+35.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.3% | +5.9% |
| 7D | +26.7% | -1.3% | +28.0% | +27.7% |
| 30D | +7.7% | -2.9% | +10.6% | +8.4% |
| 3M | -23.8% | +23.8% | -47.6% | -36.7% |
| 6M | +35.9% | +26.2% | +9.7% | +6.6% |
| YTD | +25.4% | +21.6% | +3.8% | +0.1% |
| 1Y | +139.8% | +11.4% | +128.3% | +105.1% |
| 3Y | +515.0% | +21.3% | +493.7% | +369.1% |
| All | +41.6% | +6.4% | +35.2% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling