-28.2%
CIFR vs DD
+136.6%
-164.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.8% | +9.7% | +9.6% |
| 7D | +9.4% | +3.2% | +6.1% | +6.7% |
| 30D | -45.3% | +20.3% | -65.6% | -52.8% |
| 3M | -58.7% | +8.2% | -66.9% | -60.8% |
| 6M | -64.9% | +3.4% | -68.4% | -65.5% |
| YTD | -51.8% | +30.6% | -82.5% | -60.4% |
| 1Y | -61.9% | +30.6% | -92.6% | -68.7% |
| 3Y | +138.6% | +91.1% | +47.5% | +53.4% |
| 5Y | -13.0% | +68.6% | -81.6% | -44.3% |
| All | -28.2% | +136.6% | -164.7% | -55.9% |
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