+79.2%
CIFR vs DBX
+74.2%
+5.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.6% | +3.3% |
| 7D | +16.9% | -2.4% | +19.4% | +18.5% |
| 30D | -5.2% | -0.5% | -4.7% | -5.6% |
| 3M | -30.6% | +28.1% | -58.6% | -41.7% |
| 6M | +10.6% | +33.1% | -22.5% | -12.5% |
| YTD | +20.2% | +25.3% | -5.1% | -1.9% |
| 1Y | +139.7% | +18.3% | +121.4% | +103.4% |
| 3Y | +489.4% | +25.0% | +464.4% | +372.7% |
| 5Y | +54.4% | +7.5% | +46.9% | +13.0% |
| All | +79.2% | +74.2% | +5.0% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling