-28.2%
CIFR vs DFNS
-100.0%
+71.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +12.7% | -3.8% | +8.8% |
| 7D | +9.4% | -13.0% | +22.4% | +9.5% |
| 30D | -45.3% | -56.9% | +11.6% | -45.1% |
| 3M | -58.7% | -93.2% | +34.5% | -58.2% |
| 6M | -64.9% | -95.4% | +30.5% | -64.5% |
| YTD | -51.8% | -99.5% | +47.7% | -51.0% |
| 1Y | -61.9% | -99.6% | +37.7% | -61.2% |
| 3Y | +138.6% | -100.0% | +238.6% | +150.9% |
| 5Y | -13.0% | -100.0% | +87.0% | -1.9% |
| All | -28.2% | -100.0% | +71.8% | -19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling