-23.6%
CIFR vs DECK
+31.2%
-54.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +6.0% | -25.9% | -22.3% |
| 7D | -26.7% | +10.4% | -37.1% | -30.2% |
| 30D | -58.0% | +11.1% | -69.1% | -60.1% |
| 3M | -68.1% | -10.8% | -57.3% | -67.1% |
| 6M | -63.7% | -8.7% | -54.9% | -63.6% |
| YTD | -56.0% | -14.0% | -41.9% | -55.3% |
| 1Y | -71.1% | +12.0% | -83.2% | -74.4% |
| 3Y | +58.5% | -10.5% | +69.0% | +38.0% |
| 5Y | -23.6% | +28.5% | -52.1% | -55.2% |
| All | -23.6% | +31.2% | -54.9% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling