+515.0%
CIFR vs DD
+47.1%
+467.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.6% |
| 7D | +26.7% | -0.6% | +27.3% | +27.3% |
| 30D | +7.7% | -7.4% | +15.2% | +18.1% |
| 3M | -23.8% | -6.4% | -17.4% | -17.6% |
| 6M | +35.9% | -2.5% | +38.4% | +41.8% |
| YTD | +25.4% | +10.2% | +15.2% | +12.8% |
| 1Y | +139.8% | +36.9% | +102.8% | +67.6% |
| 3Y | +515.0% | +47.0% | +467.9% | +297.4% |
| All | +515.0% | +47.1% | +467.9% | +297.4% |
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