-25.3%
CIFR vs DD
+70.0%
-95.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -5.3% |
| 7D | -19.6% | +2.2% | -21.8% | -20.7% |
| 30D | -51.7% | +20.7% | -72.4% | -59.5% |
| 3M | -60.0% | +11.3% | -71.3% | -63.5% |
| 6M | -68.2% | +6.0% | -74.2% | -69.6% |
| YTD | -55.8% | +31.7% | -87.5% | -65.5% |
| 1Y | -66.8% | +32.2% | -99.0% | -74.1% |
| 3Y | +119.1% | +92.7% | +26.4% | +24.7% |
| 5Y | -25.3% | +72.1% | -97.4% | -58.4% |
| All | -25.3% | +70.0% | -95.3% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling