-29.5%
CIFR vs DFNS
-100.0%
+70.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -12.2% | +30.2% | +18.0% |
| 7D | -10.2% | -44.0% | +33.8% | -9.9% |
| 30D | -55.0% | -69.1% | +14.1% | -54.8% |
| 3M | -64.1% | -95.6% | +31.6% | -63.6% |
| 6M | -70.1% | -96.2% | +26.0% | -69.7% |
| YTD | -55.7% | -99.6% | +43.9% | -54.8% |
| 1Y | -69.9% | -99.7% | +29.9% | -69.3% |
| 3Y | +68.7% | -100.0% | +168.7% | +78.1% |
| All | -29.5% | -100.0% | +70.5% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling