+83.3%
CIFR vs DFNS
-98.3%
+181.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.6% | -4.1% | -8.5% |
| 7D | +11.3% | +4.6% | +6.7% | +11.2% |
| 30D | +3.5% | -73.9% | +77.4% | +8.2% |
| 3M | -26.6% | -71.7% | +45.1% | -1.4% |
| 6M | +18.1% | -94.6% | +112.7% | +127.4% |
| YTD | +14.5% | -98.1% | +112.6% | +174.1% |
| 1Y | +83.3% | -98.3% | +181.6% | +473.4% |
| All | +83.3% | -98.3% | +181.6% | +473.4% |
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