+119.1%
CIFR vs DD
+94.8%
+24.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -5.5% |
| 7D | -19.6% | +2.2% | -21.8% | -21.0% |
| 30D | -51.7% | +20.7% | -72.4% | -60.9% |
| 3M | -60.0% | +11.3% | -71.3% | -64.2% |
| 6M | -68.2% | +6.0% | -74.2% | -70.0% |
| YTD | -55.8% | +31.7% | -87.5% | -67.6% |
| 1Y | -66.8% | +32.2% | -99.0% | -75.7% |
| 3Y | +119.1% | +92.7% | +26.4% | -0.9% |
| All | +119.1% | +94.8% | +24.4% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling