+515.0%
CIFR vs DFNS
-99.9%
+614.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.3% |
| 7D | +26.7% | +0.8% | +25.9% | +26.7% |
| 30D | +7.7% | -73.2% | +81.0% | +8.2% |
| 3M | -23.8% | -72.4% | +48.7% | -23.4% |
| 6M | +35.9% | -95.2% | +131.1% | +37.1% |
| YTD | +25.4% | -98.0% | +123.4% | +26.7% |
| 1Y | +139.8% | -98.3% | +238.0% | +142.5% |
| 3Y | +515.0% | -99.9% | +614.8% | +547.1% |
| All | +515.0% | -99.9% | +614.8% | +547.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling