-64.1%
CIFR vs DFNS
-95.6%
+31.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -12.2% | +30.2% | +21.0% |
| 7D | -10.2% | -44.0% | +33.8% | +4.7% |
| 30D | -55.0% | -69.1% | +14.1% | -41.5% |
| 3M | -64.1% | -95.6% | +31.6% | -25.6% |
| All | -64.1% | -95.6% | +31.6% | -25.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling