-30.7%
CIFR vs DE
+203.1%
-233.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.6% |
| 7D | +4.8% | +0.3% | +4.5% | +4.7% |
| 30D | -31.0% | +3.6% | -34.5% | -32.4% |
| 3M | -58.7% | +10.2% | -69.0% | -61.4% |
| 6M | -67.7% | +16.6% | -84.3% | -71.0% |
| YTD | -53.5% | +45.8% | -99.3% | -63.7% |
| 1Y | -54.1% | +43.9% | -97.9% | -64.2% |
| 3Y | +138.2% | +89.6% | +48.6% | +62.1% |
| 5Y | -18.5% | +100.3% | -118.8% | -47.5% |
| All | -30.7% | +203.1% | -233.8% | -57.1% |
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