-67.7%
CIFR vs DE
+15.1%
-82.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | +4.8% | +0.3% | +4.5% | +4.8% |
| 30D | -31.0% | +3.6% | -34.5% | -30.8% |
| 3M | -58.7% | +10.2% | -69.0% | -59.7% |
| 6M | -67.7% | +16.6% | -84.3% | -68.6% |
| All | -67.7% | +15.1% | -82.8% | -68.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling