+61.0%
CIFR vs DD
+93.5%
-32.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -5.3% |
| 7D | -8.2% | -2.9% | -5.3% | -5.7% |
| 30D | -7.4% | -11.5% | +4.1% | +3.2% |
| 3M | -24.2% | -5.4% | -18.8% | -20.2% |
| 6M | +14.2% | -6.9% | +21.1% | +23.5% |
| YTD | +8.0% | +6.9% | +1.1% | +4.2% |
| 1Y | +55.5% | +35.6% | +19.9% | +24.6% |
| 3Y | +429.6% | +42.5% | +387.0% | +318.3% |
| 5Y | +20.8% | +58.5% | -37.7% | -11.2% |
| All | +61.0% | +93.5% | -32.5% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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