-59.1%
CIFR vs DFNS
-99.6%
+40.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +12.7% | -3.8% | +8.3% |
| 7D | +9.4% | -13.0% | +22.4% | +10.0% |
| 30D | -45.3% | -56.9% | +11.6% | -43.5% |
| 3M | -58.7% | -93.2% | +34.5% | -54.9% |
| 6M | -64.9% | -95.4% | +30.5% | -40.3% |
| YTD | -51.8% | -99.5% | +47.7% | +52.3% |
| All | -59.1% | -99.6% | +40.6% | +42.2% |
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