+70.2%
CIFR vs DE
+203.3%
-133.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.9% |
| 7D | -5.0% | -2.6% | -2.5% | -3.7% |
| 30D | -5.7% | +9.0% | -14.7% | -10.7% |
| 3M | -25.5% | +19.1% | -44.7% | -33.4% |
| 6M | +19.4% | +14.4% | +5.0% | +9.3% |
| YTD | +14.2% | +45.9% | -31.8% | -10.4% |
| 1Y | +69.0% | +43.6% | +25.4% | +32.6% |
| 3Y | +503.9% | +75.9% | +428.1% | +328.3% |
| 5Y | +27.7% | +98.8% | -71.1% | -17.4% |
| All | +70.2% | +203.3% | -133.1% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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