-34.0%
CIFR vs DFNS
-100.0%
+65.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +12.8% | -16.9% | -4.2% |
| 7D | -19.6% | -37.0% | +17.4% | -19.4% |
| 30D | -51.7% | -63.4% | +11.7% | -51.4% |
| 3M | -60.0% | -94.1% | +34.1% | -59.5% |
| 6M | -68.2% | -96.3% | +28.1% | -67.8% |
| YTD | -55.8% | -99.6% | +43.8% | -55.0% |
| 1Y | -66.8% | -99.7% | +32.9% | -66.2% |
| 3Y | +119.1% | -100.0% | +219.1% | +130.6% |
| 5Y | -25.3% | -100.0% | +74.7% | -15.8% |
| All | -34.0% | -100.0% | +65.9% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling