-33.9%
CIFR vs DECK
+105.0%
-138.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.2% | +19.1% | +18.4% |
| 7D | -10.2% | +5.8% | -16.0% | -12.9% |
| 30D | -55.0% | +7.9% | -62.9% | -56.8% |
| 3M | -64.1% | -11.4% | -52.7% | -62.9% |
| 6M | -70.1% | -16.6% | -53.6% | -68.9% |
| YTD | -55.7% | -16.4% | -39.3% | -54.5% |
| 1Y | -69.9% | +8.6% | -78.5% | -72.8% |
| 3Y | +68.7% | -15.1% | +83.8% | +55.1% |
| 5Y | -26.2% | +22.9% | -49.1% | -51.4% |
| All | -33.9% | +105.0% | -138.9% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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