-71.1%
CIFR vs DFNS
-99.6%
+28.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -18.3% | -1.6% | -19.1% |
| 7D | -26.7% | -27.7% | +0.9% | -25.6% |
| 30D | -58.0% | -58.0% | 0.0% | -56.5% |
| 3M | -68.1% | -94.0% | +25.9% | -64.8% |
| 6M | -63.7% | -94.6% | +30.9% | -37.5% |
| YTD | -56.0% | -99.4% | +43.5% | +55.7% |
| 1Y | -71.1% | -99.6% | +28.5% | +25.8% |
| All | -71.1% | -99.6% | +28.5% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling