-43.9%
CIFR vs DECK
+107.4%
-151.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -1.5% | -13.1% | -14.0% |
| 7D | -31.5% | +6.0% | -37.5% | -33.5% |
| 30D | -64.2% | +7.4% | -71.6% | -65.5% |
| 3M | -70.3% | -11.7% | -58.7% | -69.3% |
| 6M | -74.9% | -11.0% | -63.9% | -74.6% |
| YTD | -62.4% | -15.4% | -47.0% | -61.6% |
| 1Y | -77.5% | +7.2% | -84.8% | -79.5% |
| 3Y | +35.4% | -11.8% | +47.2% | +22.4% |
| 5Y | -37.4% | +24.3% | -61.8% | -58.9% |
| All | -43.9% | +107.4% | -151.3% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling